- Hacettepe Journal of Mathematics and Statistics
- Vol: 51 Issue: 5
- A special integer-valued bilinear time series model with applications
A special integer-valued bilinear time series model with applications
Authors : Sakineh Ramezani, Mehrnaz Mohammadpour
Pages : 1458-1471
Doi:10.15672/hujms.989627
View : 11 | Download : 2
Publication Date : 2022-10-01
Article Type : Research
Abstract :The present work proposes a special integer-valued bilinear time series model based on the thinning operators. Basic probabilistic and statistical properties of this class of models are discussed. Moreover, parameter estimation methods in the time and frequency domains and forecasting are addressed. Finally, the performances of the estimation methods are illustrated through a simulation study and an empirical application to two data sets.Keywords : integer-valued bilinear process, sieve bootstrap prediction, spectral density function, thinning operator, Whittle criterion