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Bias-correction of some estimators in the INAR(1) process
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2022-04-12 , DOI: 10.1016/j.spl.2022.109503 XiaoQiang Zeng 1 , Yoshihide Kakizawa 1
中文翻译:
INAR(1) 过程中一些估计量的偏差校正
更新日期:2022-04-12
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2022-04-12 , DOI: 10.1016/j.spl.2022.109503 XiaoQiang Zeng 1 , Yoshihide Kakizawa 1
Affiliation
A class of estimators in the first-order nonnegative integer-valued autoregressive process is considered, which contains the Yule–Walker, Burg, and method of moment estimators. Bias-correction and higher-order mean squared error comparison are studied. Some simulations demonstrate that the bias-correction works well.
中文翻译:
INAR(1) 过程中一些估计量的偏差校正
考虑了一阶非负整数值自回归过程中的一类估计量,其中包含 Yule-Walker、Burg 和矩量估计方法。研究了偏差校正和高阶均方误差比较。一些模拟表明偏差校正效果很好。