Random Environment INAR Models of Higher Order

Two different random environment INAR models of higher order, RrNGINARmax(p) and RrNGINAR1(p), are introduced. Both of them are of variable order, which is not a random variable. Each step order is defined using the random environment process. Properties of the defined models are analyzed in parall...

詳細記述

書誌詳細

出版年:	Revstat Statistical Journal
主要な著者:	Aleksandar S. Nastić, Petra N. Laketa, Miroslav M. Ristić
フォーマット:	論文
言語:	英語
出版事項:	Instituto Nacional de Estatística | Statistics Portugal 2019-01-01
主題:	random environment INAR(p) RrNGINAR negative binomial thinning geometric marginals
オンライン･アクセス:	https://revstat.ine.pt/index.php/REVSTAT/article/view/258