Regularized estimation in GINAR(p) process

doi:10.1016/j.jkss.2017.03.001

CSpace > 应用数学研究所

	Regularized estimation in GINAR(p) process
	Zhang, Haixiang 1; Wang, Dehui 2; Sun, Liuquan3
	2017-12-01
发表期刊	JOURNAL OF THE KOREAN STATISTICAL SOCIETY
ISSN	1226-3192
卷号	46 期号:4 页码:502-517
摘要	This article is concerned with the regularized estimation methodology for generalized pth-order integer-valued autoregressive (GINAR(p)) process, especially when the regression coefficients are sparse. Under some mild regularity conditions, we show that the regularized estimators perform as well as if the correct submodel was known. The oracle properties of the estimators are established. Extensive Monte Carlo simulation studies demonstrate that the proposed procedure works well. To illustrate its usefulness, an application to a real data about epileptic patient is also provided. (C) 2017 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
关键词	Integer-valued time series Penalty function Oracle property Thinning operator Regularized estimation
DOI	10.1016/j.jkss.2017.03.001
语种	英语
资助项目	National Natural Science Foundation of China[11301212] ; National Natural Science Foundation of China[11401146] ; National Natural Science Foundation of China[11271155] ; National Natural Science Foundation of China[11001105] ; National Natural Science Foundation of China[11231010] ; National Natural Science Foundation of China[11690015] ; Key Laboratory of RCSDS, CAS[2008DP173182]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000416613100002
出版者	KOREAN STATISTICAL SOC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/29168
专题	应用数学研究所
通讯作者	Zhang, Haixiang
作者单位	1.Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China 2.Jilin Univ, Math Sch, Changchun 130012, Jilin, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Haixiang,Wang, Dehui,Sun, Liuquan. Regularized estimation in GINAR(p) process[J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY,2017,46(4):502-517.
APA	Zhang, Haixiang,Wang, Dehui,&Sun, Liuquan.(2017).Regularized estimation in GINAR(p) process.JOURNAL OF THE KOREAN STATISTICAL SOCIETY,46(4),502-517.
MLA	Zhang, Haixiang,et al."Regularized estimation in GINAR(p) process".JOURNAL OF THE KOREAN STATISTICAL SOCIETY 46.4(2017):502-517.