带有随机系数的双线性INAR(1)模型的统计推断

doi:10.16039/j.cnki.cn22-1249.2022.07.016

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摘要

基于带有随机系数的二项稀疏算子构造双线性 INAR(1) 模型，推导了模型的统计性质。采用修正的矩估计法对模型进行参数估计并进行了模拟研究。最后给出一个实例应用，结果表明基于带有随机系数的二项稀疏算子的双线性 INAR(1) 模型是更适合数据的模型。

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	范晓东
	张持
	张庆春
	赵宸稷
	曹晓涵

关键词: 随机系数二项稀疏算子双线性修正的矩估计法

Abstract:

A bilinear INAR (1) model is constructed based on binomial thinning operator with random coefficients, and the statistical properties of the model are derived. The modified moment estimation method is used to estimate the parameters of the model and the simulation research is carried out. Finally, an example is given to show that the bilinear INAR (1) model based on binomial thinning operator with random coefficients is more suitable for the data.

Key words: font-family:" ')" href="#">"> Random coefficientfont-family:" ')" href="#">"> Binomial thinning operator Bilinear Modified moment method

出版日期: 2022-07-25 发布日期: 2022-07-25 整期出版日期: 2022-07-25

ZTFLH:

O 212.1

引用本文:

范晓东, 张持, 张庆春 , 赵宸稷, 曹晓涵. 带有随机系数的双线性INAR(1)模型的统计推断 [J]. 吉林化工学院学报, 2022, 39(7): 86-90.
FAN Xiaodong, ZHANG Chi, ZHANG Qingchun, ZHAO Chenji, Cao Xiaohan. Statistical Inference of Bilinear INAR(1) Model with Random Coefficients . Journal of Jilin Institute of Chemical Technology, 2022, 39(7): 86-90.

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http://xuebao.jlict.edu.cn/CN/10.16039/j.cnki.cn22-1249.2022.07.016 或 http://xuebao.jlict.edu.cn/CN/Y2022/V39/I7/86

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