存在一个周期性和季节性的 INAR 进程

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-05-13 DOI:10.1111/jtsa.12746

Márton Ispány, Pascal Bondon, Valdério Anselmo Reisen, Paulo Roberto Prezotti Filho

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引用次数: 0

摘要

针对周期性相关和季节性非负整数值自回归过程的存在性和唯一性，给出了涉及模型参数的谱准则。利用隐式状态空间表示法推导出了该模型周期性静态分布的均值和协方差函数结构。为该过程建立了两种无穷级数表示法，即移动平均表示法和移民生成表示法。在后一种表示法的基础上，提出了一种新颖的可并行模拟方法来生成过程。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

Existence of a Periodic and Seasonal INAR Process

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Existence of a Periodic and Seasonal INAR Process

A spectral criterion involving the model parameters is given for the existence and uniqueness of a periodically correlated and seasonal non-negative integer-valued autoregressive process. The structure of the mean and covariance functions of the periodically stationary distribution of the model is derived using its implicit state-space representation. Two infinite series representations for the process, the moving average, and the immigrant generation, are established. Based on the latter representation, a novel and parallelizable simulation method is proposed to generate the process.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.