مشخصات پژوهش

صفحه نخست /Frequency domain estimation ...
عنوان Frequency domain estimation of integer-valued bilinear time series models with signed thinning operator
نوع پژوهش مقاله ارائه شده
کلیدواژه‌ها Integer-valued bilinear process; Signed thinning operator; Whittle criterion.
چکیده The frequency-domain estimation method of linear time series models based on maximum likelihood, called the Whittle criterion is discussed in this paper. A heuristic justification for its use in the integer-valued bilinear model is given. The estimation theory of this method is numerically illustrated.
پژوهشگران سکینه رمضانی (نفر دوم)، مهرناز محمدپور (نفر اول)