Saddlepoint method in integer-valued bilinear models

DOI10.22034/JIRSS.2024.2020805.1048MaRDI QIDQ6640449zbMATH OpenFDO

Authors Rana Bamdadi, Mehrnaz Mohammadpour

Publication date 20 November 2024

Published in Journal of the Iranian Statistical Society JIRSS (Search for Journal in Brave)

Full work available at URL https://doi.org/10.22034/JIRSS.2024.2020805.1048

zbMATH Keywords

integer-valued bilinear processquasi-likelihoodsaddlepoint approximationthinning operator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Recommendations

• Saddlepoint approximation at the edges of a conditional sample space
• Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
• Saddlepoint Approximations with Applications
• Modified branching process and saddlepoint approximations
• Saddlepoint distribution function approximations in biostatistical inference

This page was built for publication: Saddlepoint method in integer-valued bilinear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6640449)