THE STRONG LAW OF LARGE NUMBER AND PARAMETER ESTIMATION OF ONE CLASS OF NON-NEGATIVE INTEGER-VALUED TIME SERIES

被引：0
|
作者：
伍尤桂
许文源
杜金观
李元
机构：
来源：
Acta Mathematicae Applicatae Sinica(English Series) | 1998年 / 03期
关键词：
INAR mode; integer-valued time series; the strong law of large number; parameter estimation;
D O I：
暂无
中图分类号：
O212 [数理统计];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In [7], a general integer-valued time series model, the generalization of the model proposedby Al-Osh and Al..id[1], has been proposed. Its stationarity and spectral representation hasbeen investigated. In this paper, we make a further study of the model. Its strong law of largenumbers and parameter estimstion are obtained. At the end of the paper, we give a few openproblems to be researched further.
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页码：225 / 233
页数：9
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