3 papers
stat.ME2025
Modelling time series of counts with hysteresis
Xintong Ma, Dong Li, Howell Tong
In this article, we propose a novel model for time series of counts called the hysteretic Poisson autoregressive (HPART) model with thresholds by extending the linear Poisson autor…
stat.ME2025
On a new robust method of inference for general time series models
Zihan Wang, Xinghao Qiao, Dong Li +1
In this article, we propose a novel logistic quasi-maximum likelihood estimation (LQMLE) for general parametric time series models. Compared to the classical Gaussian QMLE and exis…
stat.ME2025
A note on parameter orthogonality for multi-parameter distributions
Changle Shen, Dong Li, Howell Tong
This note addresses issues raised by Cox and Reid in their seminal paper in 1987 regarding parameter orthogonality in statistical inference. We extend the orthogonality condition t…