Theory and Modern Applications
Table 4 Case (d)
From: Estimation for random coefficient integer-valued autoregressive model under random environment
n | \(\hat{\mu}_{YW}^{1}\) | \(\hat{\mu}_{YW}^{2}\) | \(\hat{\mu}_{YW}^{3}\) | \({\hat{\alpha}_{YW}}\) |
|---|---|---|---|---|
100 | 1.0001 | 2.1153 | 3.1191 | 0.1994 |
MSE | 0.0516 | 0.2128 | 0.3799 | 0.0183 |
200 | 1.0321 | 2.0451 | 3.0048 | 0.1982 |
MSE | 0.0214 | 0.1297 | 0.2343 | 0.0092 |
500 | 1.0793 | 2.0225 | 2.9957 | 0.1983 |
MSE | 0.0078 | 0.0483 | 0.0894 | 0.0039 |