Estimation for random coefficient integer-valued autoregressive model under random environment
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DOI: 10.1186/s13662-019-2436-2
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… read more here.
Keywords: coefficient integer; integer valued; valued autoregressive; model ... See more keywords