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Statistical Inference For RCINAR(1) Model With Dependent Counting Series

Posted on:2021-12-06Degree:MasterType:Thesis
Country:ChinaCandidate:J LiuFull Text:PDF
GTID:2480306548982499Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
We propose a first-order random coefficient integer-valued autoregressive process with dependent counting series and a New Random Coefficient INAR(1)Process with Generalized Dependent Counting Series.Some basic statistical properties are established.The conditional least squares,Yule-Walker and maximum likelihood estimators of the parameters of interest are derived,and some asymptotic properties are presented.We conduct some simulation studies to assess the performance of our method.And example about practical data is provided for practical application.
Keywords/Search Tags:Thinning operator, ergodicity, RCINAR-D(1) model, NRCINARGD(1) model, CLS estimation, YW estimation, ML estimation, Asymptotic property
PDF Full Text Request
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