Separating Function Estimation Test for Binary Distributed Radar Detection With Unknown Parameters

2019 ◽  
Vol 55 (3) ◽  
pp. 1357-1369 ◽  
Author(s):  
Ali Ghobadzadeh ◽  
Raviraj S. Adve
Author(s):  
Miroslav M. Ristić ◽  
Christian H. Weiß ◽  
Ana D. Janjić

AbstractWe present an integer-valued ARCH model which can be used for modeling time series of counts with under-, equi-, or overdispersion. The introduced model has a conditional binomial distribution, and it is shown to be strictly stationary and ergodic. The unknown parameters are estimated by three methods: conditional maximum likelihood, conditional least squares and maximum likelihood type penalty function estimation. The asymptotic distributions of the estimators are derived. A real application of the novel model to epidemic surveillance is briefly discussed. Finally, a generalization of the introduced model is considered by introducing an integer-valued GARCH model.


2012 ◽  
Vol 60 (11) ◽  
pp. 5626-5639 ◽  
Author(s):  
A. Ghobadzadeh ◽  
S. Gazor ◽  
M. R. Taban ◽  
A. A. Tadaion ◽  
M. Gazor

Author(s):  
Michael D. Young ◽  
Alice F. Healy ◽  
Cleotilde Gonzalez ◽  
Varun Dutt ◽  
Lyle E. Bourne
Keyword(s):  

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