scholarly journals Statistical Inference for Periodic Self-Exciting Threshold Integer-Valued Autoregressive Processes

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 765
Author(s):  
Congmin Liu ◽  
Jianhua Cheng ◽  
Dehui Wang

This paper considers the periodic self-exciting threshold integer-valued autoregressive processes under a weaker condition in which the second moment is finite instead of the innovation distribution being given. The basic statistical properties of the model are discussed, the quasi-likelihood inference of the parameters is investigated, and the asymptotic behaviors of the estimators are obtained. Threshold estimates based on quasi-likelihood and least squares methods are given. Simulation studies evidence that the quasi-likelihood methods perform well with realistic sample sizes and may be superior to least squares and maximum likelihood methods. The practical application of the processes is illustrated by a time series dataset concerning the monthly counts of claimants collecting short-term disability benefits from the Workers’ Compensation Board (WCB). In addition, the forecasting problem of this dataset is addressed.

Author(s):  
Jenny Pickworth Glusker ◽  
Kenneth N. Trueblood

When approximate positions have been determined for most, if not all, of the atoms, it is time to begin the refinement of the structure. In this process the atomic parameters are varied systematically so as to give the best possible agreement of the observed structure factor amplitudes (the experimental data) with those calculated for the proposed trial structure. Common refinement techniques involve Fourier syntheses and processes involving least-squares or maximum likelihood methods. Although they have been shown formally to be nearly equivalent—differing chiefly in the weighting attached to the experimental observations—they differ considerably in manipulative details; we shall discuss them separately here. Many successive refinement cycles are usually needed before a structure converges to the stage at which the shifts from cycle to cycle in the parameters being refined are negligible with respect to their estimated errors. When least-squares refinement is used, the equations are, as pointed out below, nonlinear in the parameters being refined, which means that the shifts calculated for these parameters are only approximate, as long as the structure is significantly different from the “correct” one. With Fourier refinement methods, the adjustments in the parameters are at best only approximate anyway; final parameter adjustments are now almost always made by least squares, at least for structures not involving macromolecules. As indicated earlier (Chapters 8 and 9, especially Figure 9.8 and the accompanying discussion), Fourier methods are commonly used to locate a portion of the structure after some of the atoms have been found—that is, after at least a partial trial structure has been identified. Initially, only one or a few atoms may have been found, or maybe an appreciable fraction of the structure is now known. Once approximate positions for at least some of the atoms in the structure are known, the phase angles can be calculated. Then an approximate electron-density map calculated with observed structure amplitudes and computed phase angles will contain a blend of the true structure (from the structure amplitudes) with the trial structure (from the calculated phases).


1984 ◽  
Vol 39 (2) ◽  
pp. 157-163 ◽  
Author(s):  
R. B. Lôbo ◽  
F. A. M. Duarte ◽  
A. A. M. Gonçalves ◽  
J. A. Oliveira ◽  
C. J. Wilcox

ABSTRACTData from 5270 lactation records of 1380 cows sired by 132 bulls and recorded from 1962 to 1977 were analysed. Statistical analyses, using least squares and maximum likelihood methods, showed significant effects for genetic group, age of cow, month and year of calving, and lactation length. Overall mean milk yield was 2780 kg (CV = 0·31) with mean lactation length of 281 days. Maximum production occurred in the fifth lactation (104 or 105 months of age at calving) with a yield of 1·3 times that of the first lactation. Repeatability estimated by intraclass correlation was 0·40 (s.e. 0·03). Heritability estimated from paternal half-sib correlation was 0·16 (s.e. 0·06). Overall results were very similar to those obtained from research with European breeds in temperate areas.


Measurement ◽  
2013 ◽  
Vol 46 (10) ◽  
pp. 4362-4368 ◽  
Author(s):  
Ján Šaliga ◽  
István Kollár ◽  
Linus Michaeli ◽  
Ján Buša ◽  
Jozef Lipták ◽  
...  

2016 ◽  
Vol 11 (9) ◽  
pp. 5631-5638
Author(s):  
Mohamed Abd El-Monsef ◽  
Nora Sohsah

The main purpose of this paper is to introduce a new discrete compound distribution, namely Poisson Transmuted Lindley distribution (PTL) which offers a more flexible model for analyzing some types of countable data. The proposed distribution is accommodate unimodel, bathtub as well as decreasing failure rates. Most of the statistical and reliability measures are derived. For the estimation purposes the method of moment and maximum likelihood methods are studied for PTL. Simulation studies are conducted to investigate the performance of the maximum likelihood estimators. A real life application for PTL is introduced to test its goodness of fit and examine its performance compared with some other distributions.


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