The study on limit distribution of the estimator of non-stationary INAR (1) process(非平稳INAR(1)过程估计量的极限分布研究)
提出了整数值随机游走过程，推导出该随机游走过程的若干和式的极限分布.证明了无截距、无时间趋势的单位根过程的自回归系数的最小二乘估计量的极限分布不再是Weiner过程的泛函，而是依概率收敛到真值1，最后还用Monte Carlo模拟验证了该结论的合理性....
| Main Authors: | , , |
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| Format: | Article |
| Language: | zho |
| Published: |
Zhejiang University Press
2012-09-01
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| Series: | Zhejiang Daxue xuebao. Lixue ban |
| Subjects: | |
| Online Access: | https://doi.org/10.3785/j.issn.1008-9497.2012.05.007 |