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.

引用

页码：225 / 233

页数：9

共 38 条

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