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Consistent Model Selection Procedure for Random Coefficient INAR Models

In the realm of time series data analysis, information criteria constructed on the basis of likelihood functions serve as crucial instruments for determining the appropriate lag order. However, the intricate structure of random coefficient integer-valued time series models, which are founded on thin...

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Detalles Bibliográficos
Autores principales: Yu, Kaizhi, Tao, Tielai
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10453110/
https://www.ncbi.nlm.nih.gov/pubmed/37628250
http://dx.doi.org/10.3390/e25081220