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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,… Click to show full 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, and discusses the strong consistency of the obtained estimators. Finally, a simulation is carried out to verify the feasibility of parameter estimation.
Keywords:
coefficient integer;
integer valued;
valued autoregressive;
model;
random coefficient;
random
Journal Title: Advances in Difference Equations
Year Published: 2019
Link to full text (if available)
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Journal Title: Advances in Difference Equations
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!