Estimation for random coefficient integer-valued autoregressive model under random environment

Estimation for random coefficient integer-valued autoregressive model under random environment

Abstract A first-order random coefficient integer-valued autoregressive model based on the negative binomial thinning operator under r states random environment is introduced. This paper derives numerical characteristics of the proposed model, establishes Yule–Walker estimators of model parameters,...

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Bibliographic Details
Main Authors: Yan Cui, Yun Y. Wang
Format: Article
Language:English
Published: SpringerOpen 2019-12-01
Series:Advances in Difference Equations
Subjects:
Integer-valued autoregressive
Negative binomial thinning
Random coefficient
Random environment
Yule–Walker estimation
Online Access:https://doi.org/10.1186/s13662-019-2436-2

Internet

https://doi.org/10.1186/s13662-019-2436-2

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