Saddlepoint Method in Integer-valued Bilinear Models

Author(s):

Mehrnaz Mohammadpour * , Rana Bamdadi

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
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 maximum likelihood 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.
Keywords:

Integer-Valued Bilinear Process , Quasi-Likelihood , Saddlepoint Approximation , Thinning Operator

Language:
English
Published:
Journal of Iranian Statistical Society, Volume:23 Issue: 1, Spring 2024
Pages:
51 to 62
https://www.magiran.com/p2794100  
سامانه نویسندگان
  • Mohammadpour، Mehrnaz
    Corresponding Author (1)
    Mohammadpour, Mehrnaz
    Associate Professor Statistics, University of Mazandaran, بابلسر, Iran
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