عنوان
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Frequency domain estimation of integer-valued bilinear time series models with signed thinning operator
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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; Signed thinning operator; Whittle criterion.
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چکیده
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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.
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پژوهشگران
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سکینه رمضانی (نفر دوم)، مهرناز محمدپور (نفر اول)
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