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Generalized RCINAR(1) Process with Signed Thinning Operator
Authors:Haixiang Zhang  Fukang Zhu
Institution:Institute of Mathematics , Jilin University , Changchun , China
Abstract:A generalized random coefficient first-order integer-valued autoregressive process with signed thinning operator is introduced, this kind of process is appropriate for modeling negative integer-valued time series. Strict stationarity and ergodicity of process are established. Estimators of the parameters of interest are derived and their properties are studied via simulation. At last, we use bootstrap method in the real data analysis.
Keywords:Bootstrap  Generalized signed thinning  Integer-valued time series  Random coefficient  Strict stationarity and ergodicity
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