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.

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.

Study of the intergrain interaction potential and associated instability of dust-lattice plasma oscillations in the presence of ion flow

A comprehensive study of the Debye-Huckel repulsive and ion wakefield induced attractive potentials around a dust grain is presented, including ion flow. It is found that the modified interaction potential (especially the attractive wakefield force) can cause instability of linear dust oscillations propagating in a dusty plasma crystal composed of dust grains in a horizontal arrangement suspended in the sheath region near a conducting wall (electrode). The dependence of dust lattice modes on the ion flow is studied, revealing instability of dust lattice modes for certain values of the ion flow speed. (C) 2003 Elsevier B.V. All rights reserved.

Nonlinear modulation of transverse dust lattice waves in complex plasma crystals

The occurrence of the modulational instability in transverse dust lattice waves propagating in a one-dimensional dusty plasma crystal is investigated. The amplitude modulation mechanism, which is related to the intrinsic nonlinearity of the sheath electric field, is shown to destabilize the carrier wave under certain conditions, possibly leading to the formation of localized envelope excitations. Explicit expressions for the instability growth rate and threshold are presented and discussed. (C) 2004 American Institute of Physics.

Complete nonlinear theory of longitudinal-to-transverse dust lattice mode coupling in a single-layer dusty plasma crystal

A comprehensive nonlinear model is put forward for coupled longitudinal to transverse displacements in a horizontal dust mono-layer, levitated under the combined influence of gravity and an electric and/or magnetic sheath field. A set of coupled nonlinear evolution equations are obtained in a discrete description, and a pair of coupled (Boussinesq-like) PDEs are obtained in the continuum approximation. Finally, the amplitude modulation of the coupled modes is discussed, pointing out the importance of the coupling. All these results are generic, i.e. valid for any assumed form of the inter-grain interaction potential U and the sheath potential Phi.

Stability of dust lattice modes in the presence of charged dust grain polarization in plasmas

We discuss the effect of the attractive force associated with overlapping Debye spheres on the dispersion properties of the longitudinal and transverse dust lattice waves in strongly coupled dust crystals. The dust grain attraction is shown to contribute to a destabilization of the longitudinal dust lattice oscillations. The (optic-like) transverse mode dispersion law is shown to change. due to the Debye sphere dressing effect, from the known inverse-dispersive ("backward wave") form into a normal dispersive law (i.e. the group velocity changes sign). The stability of one-dimensionless bi-layers, consisting of (alternating) negatively and positively charged dust particles, is also discussed. The range of parameter values (mainly in terms of the lattice parameter kappa) where the above predictions are valid, are presented. (c) 2005 Elsevier B.V. All rights reserved.

Dust lattice wave dispersion relations in two-dimensional hexagonal crystals including the effect of dust charge polarization

A dusty plasma crystalline configuration with equal charge dust grains and mass is considered. Both charge and mass of each dust species are taken to be constant. Two differential equations for a two-dimensional hexagonal crystal on the basis of a Yukawa-type potential energy and a