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- W4385949494 abstract "In the realm of time series data analysis, information criteria constructed on the basis of likelihood functions serve as crucial instruments for determining the appropriate lag order. However, the intricate structure of random coefficient integer-valued time series models, which are founded on thinning operators, complicates the establishment of likelihood functions. Consequently, employing information criteria such as AIC and BIC for model selection becomes problematic. This study introduces an innovative methodology that formulates a penalized criterion by utilizing the estimation equation within conditional least squares estimation, effectively addressing the aforementioned challenge. Initially, the asymptotic properties of the penalized criterion are derived, followed by a numerical simulation study and a comparative analysis. The findings from both theoretical examinations and simulation investigations reveal that this novel approach consistently selects variables under relatively relaxed conditions. Lastly, the applications of this method to infectious disease data and seismic frequency data produce satisfactory outcomes." @default.
- W4385949494 created "2023-08-18" @default.
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- W4385949494 date "2023-08-16" @default.
- W4385949494 modified "2023-10-14" @default.
- W4385949494 title "Consistent Model Selection Procedure for Random Coefficient INAR Models" @default.
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- W4385949494 doi "https://doi.org/10.3390/e25081220" @default.
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