Statistical inference of integer valued time series based on signed thinning operator of symbolic generalized power series in random environment

Yun Hao; Yu Han; Yumeng Cui

doi:10.1117/12.2692132

23 August 2023 Statistical inference of integer valued time series based on signed thinning operator of symbolic generalized power series in random environment

Yun Hao, Yu Han, Yumeng Cui

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Proceedings Volume 12784, Second International Conference on Applied Statistics, Computational Mathematics, and Software Engineering (ASCMSE 2023); 127840D (2023) https://doi.org/10.1117/12.2692132
Event: 2023 2nd International Conference on Applied Statistics, Computational Mathematics and Software Engineering (ASCMSE 2023), 2023, Kaifeng, China

Abstract

A kind of integer autoregressive model of random coefficients in random environment based on Signed thinning operator of signed generalized power series thinning operator is studied statistically. Conditional maximum likelihood estimators of model parameters are presented. The simulation results show that the model is effective in solving the parameter estimation problem of negative integer-valued time series in random environment.

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Yun Hao, Yu Han, and Yumeng Cui "Statistical inference of integer valued time series based on signed thinning operator of symbolic generalized power series in random environment", Proc. SPIE 12784, Second International Conference on Applied Statistics, Computational Mathematics, and Software Engineering (ASCMSE 2023), 127840D (23 August 2023); https://doi.org/10.1117/12.2692132

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