Maximum likelihood estimation of the DDRCINAR(p) model
| Autor: | Feilong Lu, Xiufang Liu, Jianhua Cheng, Dianliang Deng, Dehui Wang |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
021103 operations research Maximum likelihood 0211 other engineering and technologies Asymptotic distribution Conditional maximum likelihood 02 engineering and technology 01 natural sciences 010104 statistics & probability Conditional least squares Autoregressive model Statistics 0101 mathematics Time series Mathematics |
| Zdroj: | Communications in Statistics - Theory and Methods. 50:6231-6255 |
| ISSN: | 1532-415X 0361-0926 |
| DOI: | 10.1080/03610926.2020.1741627 |
| Popis: | In this paper, the novel estimating methods and their properties for pth-order dependence-driven random coefficient integer-valued autoregressive time series model (DDRCINAR(p)) are studied as the ... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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