Abstract: The ADCBAR(1) model was extended to case of the random coefficient,  we proposed a class of first-order random coefficient binomial autoregressive model RCADCBAR(1) with dependent thinning operator, which could be used to characterize the finite-range integer-valued time series data with dependence and zero stacking properties. Firstly, some statistical properties of the model were derived. Secondly, the unknown parameters in the model were estimated by the conditional maximum likelihood method, and the asymptotic properties of estimators were discussed. Finally, the model was applied to a group of real data to illustrate the applicability of the model.

Key words: random coefficient, dependent thinning operator, RCADCBAR(1) model, conditional maximum likelihood estimation