Empirical likelihood for first-order mixed integer-valued autoregressive model

In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio statistic and obtain its limiting distribution. And then, via simulation studies we give coverage probabilities for the parameters of interest. The results show that the empirical likelihood method performs very well.

Empirical Likelihood for a First-Order Generalized Random Coefficient Integer-Valued Autoregressive Process

In this paper,the authors consider the empirical likelihood method for a first-order generalized random coefficient integer-valued autoregressive process.The authors establish the log empirical likelihood ratio statistic and obtain its limiting distribution.Furthermore,the authors investigate the point estimation,confidence regions and hypothesis testing for the parameters of interest.The performance of empirical likelihood method is illustrated by a simulation study and a real data example.

A class of strong laws for the sequences of nonnegative integer-valued random variables

Let {Xn, n≥1} be a sequence of random variables taking values in S={1,2,…} with the joint distribution f（x1,…, xn）=P（X1=x1,…, Xn=xn）】0, xi∈S,1≤i≤n.（1） It is easy to see that {Xn, n≥l} are independent and identically distributed iff there exists a probability distibution on

Minimum Density Power Divergence Estimator for Negative Binomial Integer-Valued GARCH Models

In this paper,we study a robust estimation method for the observation-driven integervalued time-series models in which the conditional probability mass of current observations is assumed to follow a negative binomial distribution.Maximum likelihood estimator is highly affected by the outliers.We resort to the minimum density power divergence estimator as a robust estimator and showthat it is strongly consistent and asymptotically normal under some regularity conditions.Simulation results are provided to illustrate the performance of the estimator.An application is performed on data for campylobacteriosis infections.

THE STATIONALRITY ANDSPECTRAL REPRESENTATION OFONE CLASS OF NON-NEGATIVEINTEGER-VALUED TIME SERIES

This paper proposes a general integer-valued time series (IVTS) model based on the oneproposed by Al-Osh and Alzaid[1]. The model is represented by a construction from differingfrom Al-Osh's INAR(1) model in which the INAR(1) model is given only formally. Many basicproblems about the model such as stationarity, spectral representation, the strong law of largenumbers, parameter estimation have been discussed. In this paper, we only study the stationarityand spectral representation. The others will be dealt with in another paper.

THE STRONG LAW OF LARGE NUMBER AND PARAMETER ESTIMATION OF ONE CLASS OF NON-NEGATIVE INTEGER-VALUED TIME SERIES

In [7], a general integer-valued time series model, the generalization of the model proposedby Al-Osh and Al..id[1], has been proposed. Its stationarity and spectral representation hasbeen investigated. In this paper, we make a further study of the model. Its strong law of largenumbers and parameter estimstion are obtained. At the end of the paper, we give a few openproblems to be researched further.

Statistical Inference for Self-Exciting Threshold INAR Processes with Missing Values

The time series model with threshold characteristics under fully observations has been explored intensively in recent years.In this article,several methods are proposed to estimate the parameters of the self-exciting threshold integer-valued autoregressive(SETINAR(2,1))process in the presence of completely random missing data.In order to dispose of the non-equidistance in the observed data,we research the conditional least squares and conditional maximum likelihood inference based on the p-stepahead conditional distribution of incomplete observations;in addition,three kinds of imputation methods are investigated to deal with the missing values for estimating the parameters of interest.Multiple groups of stochastic simulation studies are carried out to compare the proposed approaches.

Self-maps of p-local infinite projective spaces

Abstract Denote by z（p） （resp. Zp） the p localization （resp. p completion） of z. Then we have the canonical inclusion Z（p）→ zp. Let S2n-1（p） be the p-local （2n- 1）-sphere and let B2n（p） be a connected p-local space satisfying S2n-l（p）≌ΩB2n（p）, then H＊B2n（p）,Z（p）） = Z（p）[U] with ｜u｜ = 2n. Define the degree of a self-map f of B2n（p） to be k E Z（p） such that f＊（u） = ku. Using the theory of integer-valued polynomials we show that there exists a self-map of B2n（p） of degree k if and only if k is an n-th power in Zp.

Divisibility Properties of Power Matrices Associated with Arithmetic Functions on a Divisor Chain

Let a,b and n be positive integers withn≥2,f be an integer-valued arithmetic function,and the set S={x_(1),…,x_(n)}of n distinct positive integers be a divisor chain such that x_(1)|x_(2)|⋯|x_(n).We first show that the matrix(f_(a)(S))having f evaluated at the ath power(x_(i),x_(j))^(a) of the greatest common divisor of x_(i) and x_(j) as its i,j-entry divides the GCD matrix(f^(b)(S))in the ring M_(n)(Z)of n×n matrices over integers if and only if f^(b−a)(x_(1))∈Z and(f^(a)(x_(i))−f^(a)(x_(i−1)))divides(f^(b)(x_(i))−f^(b)(x_(i−1)))for any integer i with 2≤i≤n.Consequently,we show that the matrix(f^(a)[S])having f evaluated at the ath power[x_(i),x_(j)]^(a) of the least common multiple of x_(i) and x_(j) as its i,j-entry divides the matrix(f^(b)[S])in the ring M_(n)(Z)if and only if f^(b−a)(x_(n))∈Z and(f^(a)(x_(i))−f^(a)(x_(i−1)))divides(f^(b)(x_(i))−f^(b)(x_(i−1)))for any integer i with2≤i≤n.Finally,we prove that the matrix(f^(a)(S))divides the matrix(f^(b)[S])in the ring M_(n)(Z)if and only if f^(a)(x_(1))|f^(b)(x_(i))and(f^(a)(x_(i))−f^(a)(x_(i−1)))|(f^(b)(x_(i))−f^(b)(x_(i−1)))for any integer i with 2≤i≤n.Our results extend and strengthen the theorems of Hong obtained in 2008.