عنوان
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A Parametric and Non Parametric Survey of the Integer-Valued Bilinear Process in the Time and Frequency Domains
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نوع پژوهش
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مقاله ارائه شده
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کلیدواژهها
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Integer-valued bilinear process, Spectral density function, Thinning operator, Whittle criterion.
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چکیده
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The present work considers several parametric and non parametric methods for estimating the unknown parameters of the integer-valued bilinear model besides the prediction in the time and frequency domains. Simulations are performed for the performance of these estimators. Finally, the analysis of two real data has been presented for illustrative purposes.
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پژوهشگران
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مهرناز محمدپور (نفر دوم)، سکینه رمضانی (نفر اول)
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