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- W4385809969 abstract "AbstractA 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.Keywords: Binomial AR processDependent counting seriesParameter estimationRandom coefficient Additional informationFundingThis work is supported by National Natural Science Foundation of China10.13039/501100001809 [Grant Numbers 12271231, 11901053, 12001229]." @default.
- W4385809969 created "2023-08-15" @default.
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- W4385809969 date "2023-08-14" @default.
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- W4385809969 title "First-order random coefficient binomial AR process with dependent counting series" @default.
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- W4385809969 doi "https://doi.org/10.1080/03610918.2023.2245177" @default.
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