Author:
Doukhan P.,Latour A.,Oraichi D.
Abstract
In this paper, we extend the integer-valued model class to give a nonnegative integer-valued bilinear process, denoted by INBL(p,q,m,n), similar to the real-valued bilinear model. We demonstrate the existence of this strictly stationary process and give an existence condition for it. The estimation problem is discussed in the context of a particular simple case. The method of moments is applied and the asymptotic joint distribution of the estimators is given: it turns out to be a normal distribution. We present numerical examples and applications of the model to real time series data on meningitis and Escherichia coli infections.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
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