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Abstract Details
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Activity Number:
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519
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Type:
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Contributed
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Date/Time:
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Wednesday, August 3, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #300700 |
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Title:
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On Binomial AR(1) Models
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Author(s):
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Yunwei Cui*+
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Companies:
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University of Houston at Downtown
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Address:
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Department of Computer and Mathematical Sciences, Houston, TX, 77002,
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Keywords:
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AR(1) ;
Renewal Process
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Abstract:
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Integer-valued time series arise in many practical settings. A renewal process formulation of the problem is introduced. The model satisfies an AR(1) recursion in cases where the renewal lifetime has a constant hazard rate beyond lag 1. The explicit asymptotic variances of the conditional least squares estimators and the maximum likelihood estimators are derived.
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Authors who are presenting talks have a * after their name.
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