Saddlepoint Method in Integer-valued Bilinear Models

被引：0

作者：

Bamdadi, Rana ^{[1
]}

Mohammadpour, Mehrnaz ^{[1
]}

机构：

[1] Univ Mazandaran, Fac Math Sci, Dept Stat, Babolsar, Iran

来源：

JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY | 2024年 / 23卷 / 01期

关键词：

Integer-valued Bilinear Process; Quasi-Likelihood; Saddlepoint Approximation; Thinning Operator; LIKELIHOOD-ESTIMATION;

D O I：

10.22034/jirss.2024.2020805.1048

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：

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.

引用

页码：51 / 62

页数：12

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