First-order random coefficient integervalued moving average process(一阶随机系数整值滑动过程)
建立了特殊的一阶随机系数整值滑动平均模型.研究发现：固定指标t,该过程服从泊松分布；求得该过程的期望、方差、协方差；证明了该过程是宽平稳过程,均值具有遍历性；得到了模型参数的区间估计与具有一致性与无偏性的矩法估计,并对估计量的效果进行了模拟研究....
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | zho |
| Published: |
Zhejiang University Press
2010-03-01
|
| Series: | Zhejiang Daxue xuebao. Lixue ban |
| Subjects: | |
| Online Access: | https://doi.org/10.3785/j.issn.1008-9497.2010.02.007 |
| _version_ | 1797236181650374656 |
|---|---|
| author | YUKai-zhi(喻开志) SHIDai-min(史代敏) SONG Xue-kunPeter(宋学坤) |
| author_facet | YUKai-zhi(喻开志) SHIDai-min(史代敏) SONG Xue-kunPeter(宋学坤) |
| author_sort | YUKai-zhi(喻开志) |
| collection | DOAJ |
| description | 建立了特殊的一阶随机系数整值滑动平均模型.研究发现：固定指标t,该过程服从泊松分布；求得该过程的期望、方差、协方差；证明了该过程是宽平稳过程,均值具有遍历性；得到了模型参数的区间估计与具有一致性与无偏性的矩法估计,并对估计量的效果进行了模拟研究. |
| first_indexed | 2024-04-24T16:59:46Z |
| format | Article |
| id | doaj.art-bb61e69b993b416899471d823c855573 |
| institution | Directory Open Access Journal |
| issn | 1008-9497 |
| language | zho |
| last_indexed | 2024-04-24T16:59:46Z |
| publishDate | 2010-03-01 |
| publisher | Zhejiang University Press |
| record_format | Article |
| series | Zhejiang Daxue xuebao. Lixue ban |
| spelling | doaj.art-bb61e69b993b416899471d823c8555732024-03-29T01:58:28ZzhoZhejiang University PressZhejiang Daxue xuebao. Lixue ban1008-94972010-03-0137215315910.3785/j.issn.1008-9497.2010.02.007First-order random coefficient integervalued moving average process(一阶随机系数整值滑动过程)YUKai-zhi(喻开志)0SHIDai-min(史代敏)1SONG Xue-kunPeter(宋学坤)2 1.Statistics College, Southwestern University of Finance and Economics, Chengdu 610074, China( 1.西南财经大学统计学院，四川 成都 610074) 1.Statistics College, Southwestern University of Finance and Economics, Chengdu 610074, China( 1.西南财经大学统计学院，四川 成都 610074) 2.Department of Biostatistics, School of Public Health, University of Michigan, Ann Arbor, Michigan 48109-2029, USA( 2.密歇根大学公共卫生学院生物统计学，密歇根 安娜保 48109-2029)建立了特殊的一阶随机系数整值滑动平均模型.研究发现：固定指标t,该过程服从泊松分布；求得该过程的期望、方差、协方差；证明了该过程是宽平稳过程,均值具有遍历性；得到了模型参数的区间估计与具有一致性与无偏性的矩法估计,并对估计量的效果进行了模拟研究.https://doi.org/10.3785/j.issn.1008-9497.2010.02.007打薄算子整值滑动平均模型随机系数泊松分布 |
| spellingShingle | YUKai-zhi(喻开志) SHIDai-min(史代敏) SONG Xue-kunPeter(宋学坤) First-order random coefficient integervalued moving average process(一阶随机系数整值滑动过程) Zhejiang Daxue xuebao. Lixue ban 打薄算子 整值滑动平均模型 随机系数 泊松分布 |
| title | First-order random coefficient integervalued moving average process(一阶随机系数整值滑动过程) |
| title_full | First-order random coefficient integervalued moving average process(一阶随机系数整值滑动过程) |
| title_fullStr | First-order random coefficient integervalued moving average process(一阶随机系数整值滑动过程) |
| title_full_unstemmed | First-order random coefficient integervalued moving average process(一阶随机系数整值滑动过程) |
| title_short | First-order random coefficient integervalued moving average process(一阶随机系数整值滑动过程) |
| title_sort | first order random coefficient integervalued moving average process 一阶随机系数整值滑动过程 |
| topic | 打薄算子 整值滑动平均模型 随机系数 泊松分布 |
| url | https://doi.org/10.3785/j.issn.1008-9497.2010.02.007 |
| work_keys_str_mv | AT yukaizhiyùkāizhì firstorderrandomcoefficientintegervaluedmovingaverageprocessyījiēsuíjīxìshùzhěngzhíhuádòngguòchéng AT shidaiminshǐdàimǐn firstorderrandomcoefficientintegervaluedmovingaverageprocessyījiēsuíjīxìshùzhěngzhíhuádòngguòchéng AT songxuekunpetersòngxuékūn firstorderrandomcoefficientintegervaluedmovingaverageprocessyījiēsuíjīxìshùzhěngzhíhuádòngguòchéng |