Threshold autoregression analysis for finite-range time series of counts with an application on measles data

被引：29

作者：

Yang, Kai ^{[1
]}

Wang, Dehui ^{[2
]}

Li, Han ^{[2
]}

机构：

[1] Changchun Univ Technol, Sch Basic Sci, Changchun 130012, Jilin, Peoples R China

[2] Jilin Univ, Sch Math, Changchun, Jilin, Peoples R China

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2018年 / 88卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Threshold binomial autoregressive processes; empirical likelihood; SMLS algorithm; EMPIRICAL LIKELIHOOD; MODELS; INFERENCE;

D O I：

10.1080/00949655.2017.1400032

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This article studies the threshold autoregression analysis for the self-exciting threshold binomial autoregressive processes. Parameters' point estimation and interval estimation problems are considered via the empirical likelihood method. A new algorithm to estimate the threshold value of the threshold model is also given. Simulation study is conducted for the evaluation of the developed approach. An application on measles data is provided to show the applicability of the method.

引用

页码：597 / 614

页数：18

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