摘要
采用k阶Poisson相依驱动随机系数混合算子整数值自回归模型分析具有变量字符元素计数特征的数据,给出该模型的统计性质和参数的条件极大似然估计,并证明估计量的渐近正态性.数值模拟结果表明,随着样本容量的增加,参数估计逐渐收敛于真实值.实际数据分析结果表明了该模型的有效性.
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.
作者
刘秀芳
张晓磊
王德辉
LIU Xiufang;ZHANG Xiaolei;WANG Dehui(College of Mathematics,Taiyuan University of Technology,Taiyuan 030024,China;College of Mathematics,Jilin University,Changchun 130012,China;School of Mathematics and Statistics,Liaoning University,Shenyang 110036,China)
出处
《吉林大学学报（理学版）》
CAS
北大核心
2024年第4期866-877,共12页
Journal of Jilin University:Science Edition
基金
国家自然科学基金(批准号:12271231)
山西省基础研究项目(批准号:202103021223084)。
