带有随机系数的双线性INAR(1)模型的统计推断  

Statistical Inference of Bilinear INAR(1)Model with Random Coefficients

作　　者：范晓东[1] 张持 张庆春[1] 赵宸稷 曹晓涵 FAN Xiaodong;ZHANG Chi;ZHANG Qingchun;ZHAO Chenji;CAO Xiaohan(School of Science,Jilin Institute of Chemical Technology,Jilin 132022,China;School of Computer Science and Technology,Harbin Engineer University,Harbin 150001,China;School of Information and Control Engineering,Jilin Institute of Chemical Technology,Jilin 132022,China)

机构地区：[1]吉林化工学院理学院,吉林吉林132022 [2]哈尔滨工程大学计算机科学与技术学院,黑龙江哈尔滨150001 [3]吉林化工学院信息与控制工程学院,吉林吉林132022

出　　处：《吉林化工学院学报》2022年第7期86-90,共5页Journal of Jilin Institute of Chemical Technology

摘　　要：基于带有随机系数的二项稀疏算子构造双线性INAR(1)模型,推导了模型的统计性质.采用修正的矩估计法对模型进行参数估计并进行了模拟研究.最后给出一个实例应用,结果表明基于带有随机系数的二项稀疏算子的双线性INAR(1)模型是更适合数据的模型.A bilinear INAR(1)model was constructed based on binomial thinning operator with random coefficients,and the statistical properties of the model were derived.The modified moment estimation method was used to estimate the parameters of the model and the simulation research was carried out.Finally,an example was given to show that the bilinear INAR(1)model based on binomial thinning operator with random coefficients is more suitable for the data.

关 键 词：随机系数 二项稀疏算子 双线性 修正的矩估计法 

分 类 号：O212.1[理学—概率论与数理统计]