Maximum likelihood estimation of higher-order integer-valued autoregressive processes

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701–722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where the innovation sequence has a Poisson distribution and the thinning is binomial. A recursive representation of the transition probability of the model is proposed. Based on this transition probability, we derive expressions for the score function and the Fisher information matrix, which form the basis for ML estimation and inference. Similar to the results in Freeland and McCabe (2004), we show that the score function and the Fisher information matrix can be neatly represented as conditional expectations. Using the INAR(2) speci?cation with binomial thinning and Poisson innovations, we examine both the asymptotic e?ciency and ?nite sample properties of the ML estimator in relation to the widely used conditional least
squares (CLS) and Yule–Walker (YW) estimators. We conclude that, if the Poisson assumption can be justi?ed, there are substantial gains to be had from using ML especially when the thinning parameters are large.

Dynamic pricing model and algorithm for perishable products with fuzzy demand (ABS 2* Journal)

This paper studies the dynamic pricing problem of selling fixed stock of perishable items over a finite horizon, where the decision maker does not have the necessary historic data to estimate the distribution of uncertain demand, but has imprecise information about the quantity demand. We model this uncertainty using fuzzy variables. The dynamic pricing problem based on credibility theory is formulated using three fuzzy programming models, viz.: the fuzzy expected revenue maximization model, a-optimistic revenue maximization model, and credibility maximization model. Fuzzy simulations for functions with fuzzy parameters are given and embedded into a genetic algorithm to design a hybrid intelligent algorithm to solve these three models. Finally, a real-world example is presented to highlight the effectiveness of the developed model and algorithm.

Diving behaviour during the internesting interval for loggerhead turtles Caretta caretta nesting in Cyprus

Time depth recorders were used to assess the patterns of depth utilisation by 2 loggerhead turtles Caretta caretta in Cyprus, eastern Mediterranean. Dives to the seabed accounted for 59 % (171 h) and 75 % (215 h) of the internesting interval, respectively, with most dives being shallow (

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

Corrigendum Vol. 30, Issue 2, 259, Article first published online: 15 MAR 2009 to correct the order of authors names: Bu R., K. Hadri, and B. McCabe.

The level sets of the resolvent norm and convexity properties of Banach spaces

We construct a bounded linear operator on a separable, reflexive and strictly convex Banach space whose resolvent norm is constant in a neighbourhood of zero.

Real-valued fixed-complexity sphere decoder for high dimensional QAM-MIMO systems

The development of high performance, low computational complexity detection algorithms is a key challenge for real-time Multiple-Input Multiple-Output (MIMO) communication system design. The Fixed-Complexity Sphere Decoder (FSD) algorithm is one of the most promising approaches, enabling quasi-ML decoding accuracy and high performance implementation due to its deterministic, highly parallel structure. However, it suffers from exponential growth in computational complexity as the number of MIMO transmit antennas increases, critically limiting its scalability to larger MIMO system topologies. In this paper, we present a solution to this problem by applying a novel cutting protocol to the decoding tree of a real-valued FSD algorithm. The new Real-valued Fixed-Complexity Sphere Decoder (RFSD) algorithm derived achieves similar quasi-ML decoding performance as FSD, but with an average 70% reduction in computational complexity, as we demonstrate from both theoretical and implementation perspectives for Quadrature Amplitude Modulation (QAM)-MIMO systems.