Regularized estimation in GINAR(p) process
文献类型：期刊论文
| 作者 | Zhang, Haixiang1; Wang, Dehui2; Sun, Liuquan3
|
| 刊名 | JOURNAL OF THE KOREAN STATISTICAL SOCIETY
 |
| 出版日期 | 2017-12-01 |
| 卷号 | 46期号:4页码:502-517 |
| 关键词 | Integer-valued time series Penalty function Oracle property Thinning operator Regularized estimation |
| ISSN号 | 1226-3192 |
| DOI | 10.1016/j.jkss.2017.03.001 |
| 英文摘要 | 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. |
| 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 |
| 语种 | 英语 |
| WOS记录号 | WOS:000416613100002 |
| 出版者 | KOREAN STATISTICAL SOC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/29167]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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