A Random Coefficient INAR(1) Process based on a Generalized Negative Binomial Thinning Operator and Its Applications
CAO Xiaohan1， ZHANG Qingchun2*，ZHAO Chenji1
1.School of Information and Control Engineering, Jilin Institute of Chemical Technology, Jilin 132022, China；
2.School of Science, Jilin Institute of Chemical Technology, Jilin 132022, China
Based on the generalized negative binomial thinning operator, a one-dimensional INAR(1) process with random coefficients is constructed, the probabilistic statistical properties of the model are derived, parameter estimation is carried out by least squares estimation, and numerical simulations are performed. Finally, an example application is given and the model is studied in comparison with other models, and the results show that the one-dimensional INAR(1) process with random coefficients based on the generalized negative binomial thinning operator is more applicable for real data.
曹晓涵, 张庆春, 赵宸稷.
基于推广的负二项稀疏算子的随机系数INAR（1）模型及其应用
[J]. 吉林化工学院学报, 2023, 40(5): 62-66.
CAO Xiaohan, ZHANG Qingchun, ZHAO Chenji.
A Random Coefficient INAR(1) Process based on a Generalized Negative Binomial Thinning Operator and Its Applications
. Journal of Jilin Institute of Chemical Technology, 2023, 40(5): 62-66.
