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A Random Coefficient INAR(1) Process based on a Generalized Negative Binomial Thinning Operator and Its Applications
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CAO Xiaohan1, ZHANG Qingchun2*,ZHAO Chenji1
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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
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Abstract
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.
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Published: 25 May 2023
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