Maximum-likelihood estimation of the Po-MDDRCINAR(p) model with analysis of a COVID-19 data

Integer-valued data are frequently encountered in time series studies. A pth-order mixed dependence-driven random coefficient integer-valued autoregressive time series model (Po-MDDRCINAR(p)) in view of binomial and negative binomial operators, where the innovation sequence follows a Poisson distrib...

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Bibliographic Details
Main Authors: Xiufang Liu, Jianlong Peng, Dehui Wang, Huaping Chen
Format: Article
Language:English
Published: Taylor & Francis Group 2024-11-01
Series:Statistical Theory and Related Fields
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Online Access:https://www.tandfonline.com/doi/10.1080/24754269.2024.2412491
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