1403/01/10
مهرناز محمدپور

مهرناز محمدپور

مرتبه علمی: دانشیار
ارکید:
تحصیلات: دکترای تخصصی
اسکاپوس:
دانشکده: دانشکده علوم ریاضی
نشانی:
تلفن: 011-35302475

مشخصات پژوهش

عنوان
Frequency domain estimation of integer-valued bilinear time series models with signed thinning operator
نوع پژوهش
Presentation
کلیدواژه‌ها
Integer-valued bilinear process; Signed thinning operator; Whittle criterion.
سال
2020
پژوهشگران Mehrnaz Mohammadpour ، Sakineh Ramezani

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.