INAR模型:Integer-valued autoregressive Model Learning - 经管之家

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INAR模型:Integer-valued autoregressive Model Learning

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收藏 2014-08-05

The Iteger-valued AutoRegressive (INAR) processes were introduced in the literature by AlOsh and Alzaid(1987)and McKenzie(1988)for Modelling correlated series of counts. These processes have been considered as the discrete counter part of AR processes, but their highly nonlinear characteristics lead to some statistically challenging problems！奉献给有志于研究INAR模型及其实证的兄长们！！
INAR很少有在国内股市有实证研究的，模型过于复杂，这不是ARIMA。。

附件列表

12 Asymptotic behavior of CLS estimators INAR(2) Model.pdf

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11 STATIONARY SOLUTIONS FOR INAR(P) PROCESS.pdf

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10 On random coefficient INAR(1) processes.pdf

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9 Outliers in INAR(1) models.pdf

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8 MCMC for INARMA Processes.pdf

大小:455.36 KB

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7 EFFEICIENT ORDER SELECTION ALGORITHMS FOR INAR MODEL.pdf

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6 Efficient Estimation of Semiparametric INAR Model Parameter.pdf

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5 FORECASTING IN INAR(1) MODEL.pdf

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4 Asymptotic behavior of Unstable INAR(p) processes.pdf

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3 Asymptotic distribution of the Yule-Walker estimation of INAR(p).pdf

大小:160.59 KB

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2 Maximum Likelihood Estimation of Higher-Order INAR(p).pdf

大小:206.75 KB

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1 Fully observed INAR(1) processes.pdf

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2014-12-29 23:17:45

必须大力支持学术明星！

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