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| 整数值Z上的混合符号稀疏算子INAR(1)模型 | |
| 引用本文： | 毛惠玉,李琦.整数值Z上的混合符号稀疏算子INAR(1)模型[J].吉林大学学报(理学版),2002,57(6):1379-1384. |
| 作者姓名： | 毛惠玉 李琦 |
| 作者单位： | 1. 空军航空大学 基础部, 长春 130022; 2. 吉林大学 数学学院, 长春 130012;3. 长春师范大学 数学学院, 长春 130032 |
| 摘 要： | 利用混合符号稀疏算子建立整数值Z上的INAR(1)模型, 证明模型的严平稳性和遍历性, 讨论模型的转移概率、 条件期望和条件方差, 并用最大似然方法估计模型参数. |
| 关 键 词： | 幂级数分布 符号稀疏算子 平稳性 整数值时间序列 |
| 收稿时间： | 2018-11-26 |
INAR(1) Model on Integer Value Z with Mixed Signed Thinning Operator |
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| MAO Huiyu,LI Qi.INAR(1) Model on Integer Value Z with Mixed Signed Thinning Operator[J].Journal of Jilin University: Sci Ed,2002,57(6):1379-1384. | |
| Authors: | MAO Huiyu LI Qi |
| Institution: | 1. Department of Foundation, Aviation University of Air Force, Changchun 130022, China; 2. College of Mathematics, Jilin University, Changchun 130012, China; 3. School of Mathematics, Changchun Normal University, Changchun 130032, China |
| Abstract: | Using mixed signed thinning operator, we established INAR(1) model on integer value Zproved the strict stationarity and ergodicity of the model, discussedthe transition probabilities, the conditional expectation and variance of the model, and we used the maximum likelihoodmethod to estimate parameters. |
| Keywords: | power series distribution signed thinning operator stationarity integer valued time series |
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