J4 ›› 2010, Vol. 48 ›› Issue (02): 219-225.
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BO Hailing1, ZHANG Haixiang2, ZHANG Zhe2
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Abstract:
The authors used quasilikelihood method to estimate the parameter of integervalued AR(p) process with signed binomial thinning to obtain the modifiedquasilikelihood estimator of the model parameters, and the asymptotic distribution of this estimator, thus, we can have some statistical analysis results about the model parameter, such as hypothesis testing. And we compared the modifiedquasilikelihood estimator with the conditional least squares estimator via simulation. The results show that under some conditions, the modifiedquasilikelihood estimator is better than conditional least squares estimator.
Key words: models of count data, signed Binomial thinning operator, conditional least squares, asymptotic distribution
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BAO Hai-Ling, ZHANG Hai-Xiang, ZHANG Zhe. QuasiLikelihood Statistical Inference for the INARS(p) Model[J].J4, 2010, 48(02): 219-225.
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http://xuebao.jlu.edu.cn/lxb/EN/Y2010/V48/I02/219
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