| THE STRONG LAW OF LARGE NUMBER AND PARAMETER ESTIMATION OF ONE CLASS OF NON-NEGATIVE INTEGER-VALUED TIME SERIES |
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| 引用本文： | 伍尤桂,许文源,杜金观,李元. THE STRONG LAW OF LARGE NUMBER AND PARAMETER ESTIMATION OF ONE CLASS OF NON-NEGATIVE INTEGER-VALUED TIME SERIES[J]. 应用数学学报(英文版), 1998, 14(3): 225-233. DOI: 10.1007/BF02677403 |
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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，Dongying 257062，China) |
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| 摘 要： | 1.IntroductionLet{xt}beatimeseriesdefinedonprobabilityspace{fi,F,P),satisfyingwhere(1)p(t,s,j)isarandomfieldwithValueIor0,t,8EI={0,11,f2,'.},jEN={1,2,'.},andsatisfies(i)p{p(t,s,j)=0}=1whens>t;(1.2)(if)ac(tl,sl,jl)andp(tz,sa,j~)aremutuallyindependentwhenif/iZor81/s2;(ill)FOrfords,j,p(t,s,i)fort2sisanonhomogeneousMarkovChainwithtransitionprobabilityandinitialdistributiont=0T=0(2){Mt}isani.i.d.non-negativeinteger-valuedtimeseriesandindependentofn(t,sli).Inthefollowing,weassumeEMtz
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| 收稿时间： | 1995-02-21 |
The strong law of large number and parameter estimation of one class of non-negative integer-valued time series |
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| Wu Yougui,Xu Wenyuan,Du Jinguan,Li Yuan. The strong law of large number and parameter estimation of one class of non-negative integer-valued time series[J]. Acta Mathematicae Applicatae Sinica, 1998, 14(3): 225-233. DOI: 10.1007/BF02677403 |
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| Authors: | Wu Yougui Xu Wenyuan Du Jinguan Li Yuan |
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| Affiliation: | (1) Institute of Applied Mathematics, The Chinese Academy of Sciences, 100080 Beijing, China;(2) Department of Mathematics Physics, University of Petroleum, 257062 Dongying, China;(3) Present address: the Chinese Academy of Sciences, U.S.A. from Institute of Systems Science, 100080 Beijing, China |
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| Abstract: | 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. |
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| Keywords: | INAR mode integer-valued time series the strong law of large number parameter estimation |
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