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Statistical Inference of Bilinear INAR(1) Model with Random Coefficients
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FAN Xiaodong1,ZHANG Chi2,ZHANG Qingchun1*, ZHAO Chenji3,Cao Xiaohan3
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Abstract
A bilinear INAR (1) model is constructed based on binomial thinning operator with random coefficients, and the statistical properties of the model are derived. The modified moment estimation method is used to estimate the parameters of the model and the simulation research is carried out. Finally, an example is given to show that the bilinear INAR (1) model based on binomial thinning operator with random coefficients is more suitable for the data.
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Published: 25 July 2022
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