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Mehrnaz Mohammadpour

Mehrnaz Mohammadpour

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics, University of Mazandaran, Babolsar, Iran
Phone: 011-35302475

Research

Title
Frequency domain estimation of integer-valued bilinear time series models with signed thinning operator
Type
Presentation
Keywords
Integer-valued bilinear process; Signed thinning operator; Whittle criterion.
Year
2020
Researchers Mehrnaz Mohammadpour ، Sakineh Ramezani

Abstract

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.