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The strong law of large number and parameter estimation of one class of non-negative integer-valued time series

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Abstract

In, a general integer-valued time series model, the generalization of the model proposed by Al-Osh and Alzaid[1], has been proposed. Its stationarity and spectral representation has been investigated. In this paper, we make a further study of the model. Its strong law of large numbers and parameter estimation are obtained. At the end of the paper, we give a few open problems to be researched further.

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Author notes

  1. Xu Wenyuan

    Present address: the Chinese Academy of Sciences, U.S.A. from Institute of Systems Science, 100080, Beijing, China

Authors and Affiliations

  1. Institute of Applied Mathematics, The Chinese Academy of Sciences, 100080, Beijing, China

    Wu Yougui, Xu Wenyuan & Du Jinguan

  2. Department of Mathematics Physics, University of Petroleum, 257062, Dongying, China

    Li Yuan

Authors
  1. Wu Yougui
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  2. Xu Wenyuan
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  3. Du Jinguan
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  4. Li Yuan
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Yougui, W., Wenyuan, X., Jinguan, D. et al. The strong law of large number and parameter estimation of one class of non-negative integer-valued time series. Acta Mathematicae Applicatae Sinica 14, 225–233 (1998). https://doi.org/10.1007/BF02677403

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  • DOI: https://doi.org/10.1007/BF02677403

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