2024 : 12 : 4
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
Saddlepoint Method in Integer-valued Bilinear Models
Type
JournalPaper
Keywords
Integer-valued Bilinear Process, Quasi-Likelihood, Saddlepoint Approximation, Thinning Operator.
Year
2024
Journal Journal of the Iranian Statistical Society
DOI
Researchers Rana Bamdadi ، Mehrnaz Mohammadpour

Abstract

Saddlepoint techniques have proven effective across various applications due to their markable accuracy in approximating densities. In this work, through considering the integer-valued bilinear model, the saddlepoint method is applied to parameter estimation. Simulation studies show that this method provides an efficient approach to parameter estimation. The analysis of practical cases highlight the usefulness and adequacy of the proposed model in applications.