首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Generalized RCINAR(p) Process with Signed Thinning Operator
Authors:Dehui Wang  Haixiang Zhang
Institution:1. Institute of Mathematics, Jilin University , Changchun, China wangdh@jlu.edu.cn;3. Institute of Mathematics, Jilin University , Changchun, China
Abstract:We propose a new integer-valued time series process, called generalized pth-order random coefficient integer-valued autoregressive process with signed thinning operator. This kind of process is appropriate for modeling negative integer-valued time series; strict stationarity and ergodicity of the process are established. Estimators of the model's parameters are derived and their properties are studied via simulation. We apply our process to a real data example.
Keywords:Bootstrap  Generalized signed thinning  Integer-valued time series  Random coefficient  Strict stationarity and ergodicity
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号