This paper proposes a new time-varying integer-valued autoregressive (TV-INAR) model with a state vector following a logistic regression structure. Since the autoregressive coefficient in the model is time-dependent. the Kalman-smoothed method is applicable. Some statistical properties of the model are established. https://www.wholisticpet.shop/product-category/pet-parent-apparel-childrens-clothing/
A Two-Step Estimation Method for a Time-Varying INAR Model
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