Abstract
A first-order random coefficient binomial AR process with dependent counting series is introduced. We derive some basic properties of the process. Conditional least squares, weighted conditional least squares and conditional maximum likelihood methods are employed to estimate the parameters of the process. Some asymptotic properties are established. Numerical results of the estimators are studied to assess the performances. An example is provided for practical application.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Communications in Statistics - Simulation and Computation
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.