Journal of Jilin University Science Edition ›› 2019, Vol. 57 ›› Issue (06): 1379-1384.

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INAR(1) Model on Integer Value Z with Mixed Signed Thinning Operator

MAO Huiyu1,2, LI Qi3   

  1. 1. Department of Foundation, Aviation University  of Air Force, Changchun 130022, China;
    2. College of Mathematics, Jilin University, Changchun 130012, China;
    3. School of Mathematics, Changchun Normal University, Changchun 130032, China
  • Received:2018-11-26 Online:2019-11-26 Published:2019-11-21
  • Contact: LI Qi E-mail:joyli@vip.163.com

Abstract: Using mixed signed thinning operator,  we established INAR(1)  model on integer value  Z  proved the strict stationarity and  ergodicity of the model, discussed  the transition probabilities,  the conditional expectation and variance of the model,  and we used the  maximum likelihood method to estimate parameters.

Key words: power series distribution, signed thinning operator, stationarity, integervalued time series

CLC Number: 

  • O212.1