A New Soft-Clipping Discrete Beta GARCH Model and Its Application on Measles Infection
نویسندگان
چکیده
In this paper, we develop a novel soft-clipping discrete beta GARCH (ScDBGARCH) model that provides an available method to bounded time series with under-dispersion, equi-dispersion or over-dispersion. The new not only allows positive dependence, but also negative dependence. stochastic properties of the models are established, and these results are, in turn, used analysis asymptotic conditional maximum likelihood (CML) estimator model. addition, apply measles infection show its improved performance.
منابع مشابه
A New Class of Characteristic-Function-Based Distribution Tests and Its Application to GARCH Model
This paper proposes a new class of characteristic-function-based distribution tests for two-sample comparison, simple hypotheses, and conditional distribution assumptions of econometric models. The proposed tests are easy to compute and have χ2(2) as the asymptotic null distribution. Comparing to the Kolmogorov-Smirnov (KS) and Cramérvon Mises (CV) tests, the proposed test can flexibly account ...
متن کاملFUZZY LOGISTIC REGRESSION: A NEW POSSIBILISTIC MODEL AND ITS APPLICATION IN CLINICAL VAGUE STATUS
Logistic regression models are frequently used in clinicalresearch and particularly for modeling disease status and patientsurvival. In practice, clinical studies have several limitationsFor instance, in the study of rare diseases or due ethical considerations, we can only have small sample sizes. In addition, the lack of suitable andadvanced measuring instruments lead to non-precise observatio...
متن کاملFUZZY SOFT MATRIX THEORY AND ITS APPLICATION IN DECISION MAKING
In this work, we define fuzzy soft ($fs$) matrices and theiroperations which are more functional to make theoretical studies inthe $fs$-set theory. We then define products of $fs$-matrices andstudy their properties. We finally construct a $fs$-$max$-$min$decision making method which can be successfully applied to theproblems that contain uncertainties.
متن کاملSynthesis of porous CdO sheet-like nanostructure based on soft template model and its application in dye pollutants adsorption
In this work, the synthesis of porous structure of cadmium oxide with multilayered sheet-like morphology in nano-meter size using adipic acid as soft template by solvothermal/thermal decomposition process is reported. Chemical analyses exhibited that the formation of porous sheet-like structure is originated from bidentate coordination mode of adipate units to Cd-center. It was found that the c...
متن کاملSynthesis of porous CdO sheet-like nanostructure based on soft template model and its application in dye pollutants adsorption
In this work, the synthesis of porous structure of cadmium oxide with multilayered sheet-like morphology in nano-meter size using adipic acid as soft template by solvothermal/thermal decomposition process is reported. Chemical analyses exhibited that the formation of porous sheet-like structure is originated from bidentate coordination mode of adipate units to Cd-center. It was found that the c...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stats
سال: 2023
ISSN: ['2571-905X']
DOI: https://doi.org/10.3390/stats6010018