吉林大学学报（理学版）2024，Vol.62Issue(4)：866-877,12.DOI:10.13413/j.cnki.jdxblxb.2024012
k阶Poisson相依驱动随机系数混合算子整数值自回归模型
k-Order Poisson Dependent-Driven Random Coefficient Mixed Thinning Integer-Valued Autoregressive Model
摘要
Abstract
By using k-order Poisson dependent-driven random coefficient mixed thinning integer-valued autoregressive model,we analyzed data with the counting of elements of variable character,gave statistical properties of the model and conditional maximum likelihood estimation of parameters,and proved the asymptotic normality of the estimators.The numerical simulation results show that as the sample size increases,the parameter estimation gradually converges to the true value.The actual data analysis results show that the effectiveness of the proposed model.关键词
k阶自回归模型/Po-DDRCMTINAR(k)模型/混合稀疏算子/条件极大似然估计Key words
k-order autoregressive model/Po-DDRCMTINAR(k)model/mixed thinning operator/conditional maximum likelihood estimation分类
数理科学引用本文复制引用
刘秀芳,张晓磊,王德辉..k阶Poisson相依驱动随机系数混合算子整数值自回归模型[J].吉林大学学报（理学版）,2024,62(4):866-877,12.基金项目
国家自然科学基金(批准号:12271231)和山西省基础研究项目(批准号:202103021223084). （批准号:12271231）
