| THE STATIONALRITY ANDSPECTRAL REPRESENTATION OFONE CLASS OF NON-NEGATIVEINTEGER-VALUED TIME SERIES |
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| 作者姓名： | 伍尤桂 许文源 杜金观 李元 |
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| 作者单位： | WU YOUGUI；XU WENYUAN；DU JINGUAN(Institute of Applied Mathematics，the Chinese Academy of Sciences，Beijing 100080，China)LI YUAN (Department of Mathematics Physics，University of Petroleum，100080，China) |
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| 摘 要： | 1.IntroductionLet{x,}beatimeseriesdefinedonprobabilityspace(fi,r,P),satisfyingwhere(1)ac(t,s,j)isarandomfieldwithvalue1or0,t,sEI={0,FI,12,'.},jeN{1,2,'.},andsatisfies(i)p{ry(t,s,j)=0}=1whens>t;(l'2)(n)ac(tl,sltif)andn(t2,s2,j2)aremutuallyindependentwhenif/jZorsl/s2;(iii)Forfixeds,i,n(t,s,i)fort2sisanonhomogeneousMarkovChainwithtransitionRevisedJune23,1997.tNowworkinginU.S.A.frominstituteofSystemsScience,theChineseAcademyofSciences,Beijing100080,China.probabilityandinitialdistribution…
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| 收稿时间： | 21 February 1995 |
The stationalrity and spectral representation of one class of non-negative integer-valued time series |
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| Wu Yougui,Xu Wenyuan,Du Jinguan,Li Yuan.THE STATIONALRITY ANDSPECTRAL REPRESENTATION OFONE CLASS OF NON-NEGATIVEINTEGER-VALUED TIME SERIES[J].Acta Mathematicae Applicatae Sinica,1998,14(2):185-192. |
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| Authors: | Wu Yougui Xu Wenyuan Du Jinguan Li Yuan |
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| Institution: | (1) Institute of Applied Mathematics, the Chinese Academy of Sciences, 100080 Beijing, China;(2) Present address: U.S.A. from Institute of Systems Science, the Chinese Academy of Sciences, 100080 Beijing, China;(3) Department of Mathematics Physics, University of Petroleum, 100080, China |
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| Abstract: | This paper proposes a general integer-valued time series (IVTS) model based on the oneproposed by Al-Osh and Alzaid1]. The model is represented by a construction from differingfrom Al-Osh's INAR(1) model in which the INAR(1) model is given only formally. Many basicproblems about the model such as stationarity, spectral representation, the strong law of largenumbers, parameter estimation have been discussed. In this paper, we only study the stationarityand spectral representation. The others will be dealt with in another paper. |
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| Keywords: | INAR model integer-valued time series stationarity spectral representation |
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