2 papers
stat.ME2024
Semiparametric mean and variance joint models with clipped-Laplace link functions for bounded integer-valued time series
Tianqing Liu, Xiaohui Yuan
We present a novel approach for modeling bounded count time series data, by deriving accurate upper and lower bounds for the variance of a bounded count random variable while maint…
stat.ME2024
Semiparametric mean and variance joint models with Laplace link functions for count time series
Tianqing Liu, Xiaohui Yuan
Count time series data are frequently analyzed by modeling their conditional means and the conditional variance is often considered to be a deterministic function of the correspond…