Saddlepoint Method in Integer-valued Bilinear Models

被引：0
|
作者：
Bamdadi, Rana [1 ]
Mohammadpour, Mehrnaz [1 ]
机构：
[1] Univ Mazandaran, Fac Math Sci, Dept Stat, Babolsar, Iran
来源：
JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY | 2024年 / 23卷 / 01期
关键词：
Integer-valued Bilinear Process; Quasi-Likelihood; Saddlepoint Approximation; Thinning Operator; LIKELIHOOD-ESTIMATION;
D O I：
10.22034/jirss.2024.2020805.1048
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Saddlepoint techniques have proven effective across various applications due to their markable accuracy in approximating densities. In this work, through considering the integer-valued bilinear model, the saddlepoint method is applied to parameter estimation. Simulation studies show that this method provides an efficient approach to parameter estimation. The analysis of practical cases highlight the usefulness and adequacy of the proposed model in applications.
引用
收藏
页码：51 / 62
页数：12
相关论文
共 50 条
  • [41] On a Class of Integer-Valued Functions
    Yanchenko, A. Ya.
    Podkopaeva, V. A.
    MATHEMATICAL NOTES, 2020, 107 (5-6) : 826 - 837
  • [42] A NONLINEAR INTEGER-VALUED ITERATION
    WERTHEIM, L
    AMERICAN MATHEMATICAL MONTHLY, 1994, 101 (06): : 581 - 581
  • [43] On the interpolation of integer-valued polynomials
    Volkov, V. V.
    Petrov, F. V.
    JOURNAL OF NUMBER THEORY, 2013, 133 (12) : 4224 - 4232
  • [44] Integer-valued skew polynomials
    Werner, Nicholas J.
    JOURNAL OF ALGEBRA AND ITS APPLICATIONS, 2021, 20 (07)
  • [45] Lowness for integer-valued randomness
    Herbert, Ian
    COMPUTABILITY-THE JOURNAL OF THE ASSOCIATION CIE, 2016, 5 (02): : 103 - 109
  • [46] Integer-valued time series
    Fokianos, Konstantinos
    WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS, 2009, 1 (03) : 361 - 364
  • [47] Interpolation by integer-valued polynomials
    Frisch, S
    JOURNAL OF ALGEBRA, 1999, 211 (02) : 562 - 577
  • [48] Integer-valued definable functions
    Jones, G. O.
    Thomas, M. E. M.
    Wilkie, A. J.
    BULLETIN OF THE LONDON MATHEMATICAL SOCIETY, 2012, 44 : 1285 - 1291
  • [49] A Systematic Review of INGARCH Models for Integer-Valued Time Series
    Liu, Mengya
    Zhu, Fukang
    Li, Jianfeng
    Sun, Chuning
    ENTROPY, 2023, 25 (06)
  • [50] Simultaneous transformation and rounding (STAR) models for integer-valued data
    Kowal, Daniel R.
    Canale, Antonio
    ELECTRONIC JOURNAL OF STATISTICS, 2020, 14 (01): : 1744 - 1772
12345