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Estimation of parameters in the DDRCINAR(p) model

Liu, XF; Wang, DH

Liu, XF (reprint author), Jilin Univ, Sch Math, Changchun 130012, Jilin, Peoples R China.

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2019; 33 (3): 638

Abstract

This paper discusses a pth-order dependence-driven random coefficient integer-valued autoregressive time series model (DDRCINAR(p)). Stationarity and ......

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