吉林大学学报（理学版）2025，Vol.63Issue(2)：399-410,12.DOI:10.13413/j.cnki.jdxblxb.2024240
一阶广义零一堆积Poisson-Lindley整数值自回归模型的统计推断
Statistical Inference for First-Order Generalized Zero-and-One Inflated Poisson-Lindley Integer-Valued Autoregressive Model
摘要
Abstract
Aiming at the modeling problem of overdispersed,zero-and-one inflated integer-valued time series data with interdependent structures between individuals,we proposed a first-order generalized integer-valued autoregressive model with zero-and-one inflated Poisson-Lindley innovation.Firstly,we gave some statistical properties of the model,including expectation,variance,autocovariance,and transition probability.Secondly,the conditional maximum likelihood estimation method was used to estimate the unknown parameters of the model.Finally,the model was applied to a set of real data for fitting,and some evaluation criteria were used to verify the model.The case analysis results show that the model has a good fitting effect.关键词
整数值时间序列/广义二项稀疏算子/零一堆积 Poisson-Lindley/条件极大似然估计Key words
integer-valued time series/generalized binomial thinning operator/zero-and-one inflated Poisson-Lindley/conditional maximum likelihood estimation分类
数理科学引用本文复制引用
张洁,杨志鹏,董小刚..一阶广义零一堆积Poisson-Lindley整数值自回归模型的统计推断[J].吉林大学学报（理学版）,2025,63(2):399-410,12.基金项目
吉林省自然科学基金自由探索项目(批准号:YDZJ202301ZYTS384). （批准号:YDZJ202301ZYTS384）
