Table 3 Bias and SE of the parameters in Models II with \(\lambda =1\)
From: Statistical inference for the new INAR(2) models with random coefficient
Sample size | \(\hat{\alpha }_{1}\) | \(\hat{\alpha }_{2}\) | \(\hat{p}_{1}\) | \(\hat{p}_{2}\) |
|---|---|---|---|---|
50 | (0.1758,1.5514) | (0.0972,1.4666) | (−0.0179,3.8898) | (0.0639,1.7230) |
100 | (0.0902,0.5844) | (0.0115,1.3228) | (0.1757,2.5644) | (−0.0125,1.5973) |
200 | (0.0215,0.5722) | (0.0361,0.4129) | (0.0602,0.5640) | (−0.0982,0.7852) |
500 | (0.0416,0.4463) | (0.0485,0.2199) | (−0.0025,0.8419) | (−0.0402,0.1436) |