| 一阶随机系数整值滑动过程 |
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| 引用本文： | 喻开志,史代敏,宋学坤.一阶随机系数整值滑动过程[J].浙江大学学报(理学版),2010,37(2):153-159. |
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| 作者姓名： | 喻开志 史代敏 宋学坤 |
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| 作者单位： | 1. 西南财经大学统计学院,四川,成都,610074
2. 密歇根大学公共卫生学院生物统计学,密歇根,安娜保,48109-2029 |
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| 基金项目： | 西南财经大学"211工程"三期统计学国家重点学科建设资助项目，西南财经大学"211工程"三期青年教师成长项目，四川省统计科学研究计划项目，西南财经大学科研基金资助项目，西南财经大学创新人才培养基金 |
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| 摘 要： | 建立了特殊的一阶随机系数整值滑动平均模型.研究发现:固定指标t,该过程服从泊松分布;求得该过程的期望、方差、协方差;证明了该过程是宽平稳过程,均值具有遍历性;得到了模型参数的区间估计与具有一致性与无偏性的矩法估计,并对估计量的效果进行了模拟研究.
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| 关 键 词： | 打薄算子 整值滑动平均模型 随机系数 泊松分布 |
First-order random coefficient integer-valued moving average process |
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| YU Kai-zhi,SHI Dai-min,Peter SONG Xue-kun.First-order random coefficient integer-valued moving average process[J].Journal of Zhejiang University(Sciences Edition),2010,37(2):153-159. |
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| Authors: | YU Kai-zhi SHI Dai-min Peter SONG Xue-kun |
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| Institution: | 1.Statistics College,Southwestern University of Finance and Economics,Chengdu 610074,China;2.Department of Biostatistics,School of Public Health,University of Michigan,Ann Arbor,Michigan 48109-2029,USA) |
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| Abstract: | A first-order random coefficient integer-valued moving average model is introduced.The results indicate that fixed index t,the process of which belongs to Poisson distribution.Mean,variance and autocovariance runctions are obtained.Stationary of this processes are proved,ergodicity of the mean and autocovariance of this process iS established.Interval estimator and moments estimator with consistent and unbiase are obtained.The performance of these estimators iS studied via simulation. |
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| Keywords: | thinning operation INMA model random coefficient Possion distribution |
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