Regularized estimation in GINAR(p) process

doi:10.1016/j.jkss.2017.03.001

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	Regularized estimation in GINAR(p) process
	Zhang, Haixiang 1; Wang, Dehui 2; Sun, Liuquan3
刊名	JOURNAL OF THE KOREAN STATISTICAL SOCIETY
	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
出版者	KOREAN STATISTICAL SOC
WOS记录号	WOS:000416613100002
内容类型	期刊论文
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.