基于修正负二项式算子的二元一阶随机系数整值自回归过程

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Communications in Statistics-Simulation and Computation Pub Date : 2024-06-14 DOI:10.1080/03610918.2024.2363947

Yixuan Fan, Dehui Wang

引用次数: 0

摘要

本文提出了一种新的基于修正负二项算子的二元随机系数整数值自回归过程。基本概率论和...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator

In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic probabilistic and ...

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来源期刊

Communications in Statistics-Simulation and Computation 数学-统计学与概率论

CiteScore

2.50

自引率

11.10%

发文量

240

审稿时长

6 months

期刊介绍： The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.