The strong law of large number and parameter estimation of one class of non-negative integer-valued time series

Wu Yougui; Xu Wenyuan; Du Jinguan

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The strong law of large number and parameter estimation of one class of non-negative integer-valued time series

机译：一类非负整数值时间序列的强大数定律和参数估计

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摘要

In [7], a general integer-valued time series model, the generalization of the model proposed by Al-Osh and Alzaid, has been proposed. Its stationarity and spectral representation has been investigated. In this paper, we make a further study of the model. Its strong law of large numbers and parameter estimation are obtained. At the end of the paper, we give a few open problems to be researched further.

机译：在[7]中，提出了一个一般的整数值时间序列模型，该模型是由Al-Osh和Alzaid提出的模型的推广。它的平稳性和光谱表示已被研究。在本文中，我们对该模型进行了进一步的研究。获得了其强大的大数定律和参数估计。在本文的最后，我们给出了一些未解决的问题，需要进一步研究。

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来源
《Acta Mathematicae Applicatae Sinica》 |1998年第3期|p.225-233|共9页
作者
Wu Yougui; Xu Wenyuan; Du Jinguan;
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作者单位

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收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
中图分类应用数学;
关键词
INAR mode; integer-valued time series; the strong law of large number;

机译：INAR模式;整数时间序列;大数定律;

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The strong law of large number and parameter estimation of one class of non-negative integer-valued time series

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