CAJ | 학술논문

本文建立了q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,均值与协方差均是遍历的;得到了特殊情况下模型参数的矩法估计,该估计是相合估计。通过Monte Calro模拟来验证估计量的优劣。
본문건립료q계수궤계수정치활동평균모형。연구발현：고정지표t,해과정복종박송분포;구득해과정적기망、방차、협방차;증명료해과정시관평은과정,균치여협방차균시편력적;득도료특수정황하모형삼수적구법고계,해고계시상합고계。통과Monte Calro모의래험증고계량적우렬。
The qth-order random coefficient integer-valued moving average model is introduced in this paper.The results indicate that： Fixed index t,this process according to Poisson distribution;Mean,Variance and Covariance functions are obtained;Stationary of this processes are proved,Ergodicity of the mean and Covariance functions of this process is established;The consistent moments estimator of parameters are obtained in some special case.We provide some simulation results to test the performances of these estimators.