yangkai
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- Associate professor
- Supervisor of Doctorate Candidates
- Supervisor of Master's Candidates
- Name (English):yangkai
- Name (Pinyin):yangkai
- Date of Birth:1984-08-28
- E-Mail:
- Date of Employment:2017-03-01
- School/Department:长春工业大学
- Administrative Position:数学与统计学院副院长
- Education Level:Postgraduate (Doctoral)
- Contact Information:E-mail:yangkai@ccut.edu.cn
- Degree:Doctoral degree
- Professional Title:Associate professor
- Status:Employed
- Alma Mater:吉林大学
- Teacher College:数学与统计学院
- Discipline:Other specialties in Statistics
Contact Information
- Telephone：
- Email：
- Paper Publications
【SCI】Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
Release time:2021-06-30 Hits:
- Affiliation of Author(s):数学与统计学院
- Journal:Metrika
- Funded by:国家自然科学基金项目
- Key Words:Generalized poisson thinning GPINAR(1) process Overdispersion Underdispersion Moments targeting estimation
- Abstract:To accurately and flexibly capture the dispersion features of time series of counts, we introduce the generalized Poisson thinning operation and further define some new integer-valued autoregressive processes. Basic probabilistic and statistical properties of the models are discussed. Conditional least squares and maximum quasi likelihood estimators are investigated via the moment targeting estimation methods for the innovation free case. Also, the asymptotic properties of the estimators are obtained. Conditional maximum likelihood estimation for the parametric cases are also discussed. Finally, some numerical results of the estimates and two real data examples are presented.
- Co-author:康尧,王德辉,李晗,刁亚静
- First Author:yangkai
- Indexed by:Journal paper
- Volume:82
- Issue:7
- Page Number:1
- Translation or Not:no
- Date of Publication:2019-10-01