✦ LIBER ✦

Inference for pth-order random coefficient integer-valued autoregressive processes

✍ Scribed by Haitao Zheng; Ishwar V. Basawa; Somnath Datta

Book ID: 111039974
Publisher: John Wiley and Sons
Year: 2006
Tongue: English
Weight: 290 KB
Volume: 27
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2006.00472.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Parameter change test for random coeffic

Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis

✍ Jiwon Kang; Sangyeol Lee 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 202 KB

A Two-Sided Cumulative Sum Chart for Fir

A Two-Sided Cumulative Sum Chart for First-Order Integer-Valued Autoregressive Processes of Poisson Counts

✍ Petek Yontay; Christian H. Weiß; Murat Caner Testik; Z. Pelin Bayindir 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 309 KB

Limit theory for random coefficient firs

Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence

✍ Zhi-Wen Zhao; De-Hui Wang; Yong Zhang 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 229 KB

Phillips and Magdalinos (2007) [1] gave the asymptotic theory for autoregressive time series with a root of the form ρ n = 1 + c/k n , where k n is a deterministic sequence. In this paper, an extension to the more general case where the coefficients of an AR(1) model is a random variable and the