A Study for Missing Values in PINAR(1)(T) Processes

作者：Jia, Boting; Wang, Dehui^*; Zhang, Haixiang

来源：Communications in Statistics - Theory and Methods, 2014, 43(22): 4780-4789.

DOI：10.1080/03610926.2012.717664

• Counting processes
• Integer-valued autoregressive
• Missing data
• Periodic structure

In this paper, we propose several approaches to estimate the parameters of the periodic first-order integer-valued autoregressive process with period T (PINAR(1)(T)) in the presence of missing data. By using incomplete data, we propose two approaches that are based on the conditional expectation and conditional likelihood to estimate the parameters of interest. Then we study three kinds of imputation methods for the missing data. The performances of these approaches are compared via simulations.

• 出版日期2014
• 单位吉林大学