A multinomial autoregressive model for finite-range time series of counts

被引：7

作者：

Zhang, Jie ^{[1
]}

Wang, Dehui ^{[1
]}

Yang, Kai ^{[2
]}

Xu, Yanju ^{[1
]}

机构：

[1] Jilin Univ, Sch Math, Changchun 130012, Peoples R China

[2] Changchun Univ Technol, Sch Math & Stat, Changchun 130000, Peoples R China

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2020年 / 207卷

基金：

中国国家自然科学基金;

关键词：

Multinomial autoregressive process; Binomial thinning; Parameter estimation; LIKELIHOOD ESTIMATION; LOGIT;

D O I：

10.1016/j.jspi.2020.01.005

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, a multinomial autoregressive model for finite-range time series of counts is introduced to analyze the finite-range integer-valued data with more than two states. Basic probabilistic and statistical properties of the model are discussed. The related estimations of the parameters in proposed model are considered using conditional least squares (CLS), weighted conditional least squares (WCLS) and conditional maximum likelihood (CML) methods. The asymptotic properties of the estimators are established. Some simulation studies are conducted to verify the proposed procedure. A real example is analyzed to illustrate the advantages of our model. (C) 2020 Elsevier B.V. All rights reserved.

引用

页码：320 / 343

页数：24

共 50 条

[1] First-Order Random Coefficient Multinomial Autoregressive Model for Finite-Range Time Series of Counts
Zhang, Jie
Wang, Dehui
Yang, Kai
Dong, Xiaogang
[J]. SYMMETRY-BASEL, 2021, 13 (12):
[2] Threshold autoregression analysis for finite-range time series of counts with an application on measles data
Yang, Kai
Wang, Dehui
Li, Han
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2018, 88 (03) : 597 - 614
[3] A FINITE-RANGE FAILURE MODEL
SIDDIQUI, SA
BALKRISHAN
GUPTA, S
SUBHARWAL, M
[J]. MICROELECTRONICS AND RELIABILITY, 1992, 32 (10): : 1453 - 1457
[4] FINITE-RANGE SURVIVAL MODEL
SIDDIQUI, SA
SUBHARWAL, M
GUPTA, S
BALKRISHAN
[J]. MICROELECTRONICS AND RELIABILITY, 1994, 34 (08): : 1377 - 1380
[5] THE LUTTINGER MODEL WITH A FINITE-RANGE POTENTIAL
BARSAN, V
[J]. JOURNAL OF PHYSICS-CONDENSED MATTER, 1989, 1 (42) : 7961 - 7964
[6] FINITE-RANGE WBP STRIPPING MODEL
PEARSON, CA
GIBSON, FP
[J]. BULLETIN OF THE AMERICAN PHYSICAL SOCIETY, 1970, 15 (11): : 1315 - &
[7] Spatial correlations in a finite-range Kuramoto model
Wuster, Sebastian
Bhavna, Rajasekaran
[J]. PHYSICAL REVIEW E, 2020, 101 (05)
[8] Generalized Poisson autoregressive models for time series of counts
Chen, Cathy W. S.
Lee, Sangyeol
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2016, 99 : 51 - 67
[9] Sequential online monitoring for autoregressive time series of counts
Lee, Sangyeol
Lee, Youngmi
[J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2024, 53 (02) : 307 - 327
[10] BAYES SHRINKAGE ESTIMATION OF RELIABILITY AND THE PARAMETERS OF A FINITE-RANGE FAILURE TIME MODEL
PANDEY, M
SINGH, VP
[J]. MICROELECTRONICS AND RELIABILITY, 1993, 33 (13): : 2039 - 2042

← 1 2 3 4 5 →