Cargando…
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...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2023
|
| Materias: | |
| 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 |