Atefeh Zamani
Department of Statistics, Faculty of Science, Shiraz University, Shiraz, IRAN.
[ 1 ] - Convergence Rate of Empirical Autocovariance Operators in H-Valued Periodically Correlated Processes
This paper focuses on the empirical autocovariance operator of H-valued periodically correlated processes. It will be demonstrated that the empirical estimator converges to a limit with the same periodicity as the main process. Moreover, the rate of convergence of the empirical autocovariance operator in Hilbert-Schmidt norm is derived.
[ 2 ] - Poisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods
This paper focuses on different methods of estimation and forecasting in first-order integer-valued autoregressive processes with Poisson-Lindley (PLINAR(1)) marginal distribution. For this purpose, the parameters of the model are estimated using Whittle, maximum empirical likelihood and sieve bootstrap methods. Moreover, Bayesian and sieve bootstrap forecasting methods are proposed and predict...
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