Statistical inference for the new INAR(2) models with random coefficient

被引：0
作者：
Xu Wang
机构：
[1] Jilin University,College of Mathematics
[2] Harbin University of Commerce,undefined
来源：
Journal of Inequalities and Applications | / 2019卷
关键词：
INAR process; Random coefficient models; Asymptotic distribution;
D O I：
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中图分类号：
学科分类号：
摘要：
In this paper, we investigate a random coefficient INAR(2) process which may model the number of traded stocks, the number of infected people, the number of birds in some area, etc. We show that this process is a stationary and ergodic process under some mild conditions. Adopting the two-step conditional least-square estimation method, we give consistent estimations of the unknown parameters. Furthermore, the asymptotic distributions of the estimators are obtained and a simulation study is conducted for the evaluation of the developed approach.
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