An Observation-Driven Random Parameter INAR(1) Model Based on the Poisson Thinning Operator

This paper presents a first-order integer-valued autoregressive time series model featuring observation-driven parameters that may adhere to a particular random distribution. We derive the ergodicity of the model as well as the theoretical properties of point estimation, interval estimation, and par...

Descripción completa

Detalles Bibliográficos
Autores principales: Yu, Kaizhi, Tao, Tielai
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10297222/
https://www.ncbi.nlm.nih.gov/pubmed/37372203
http://dx.doi.org/10.3390/e25060859

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10297222/
https://www.ncbi.nlm.nih.gov/pubmed/37372203
http://dx.doi.org/10.3390/e25060859

Ejemplares similares