wangchunjie
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- Professor
- Supervisor of Doctorate Candidates
- Supervisor of Master's Candidates
- Name (Pinyin):wangchunjie
- Date of Birth:1978-09-18
- E-Mail:
- Date of Employment:2004-06-30
- School/Department:长春工业大学
- Administrative Position:院长
- Education Level:With Certificate of Graduation for Doctorate Study
- Business Address:新图书馆614
- Contact Information:0431-85716480
- Degree:Doctoral degree
- Professional Title:Professor
- Status:Employed
- Alma Mater:吉林大学
- Teacher College:数学与统计学院
- Discipline:Other specialties in Statistics
Contact Information
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- Fax：
- PostalAddress：
- OfficePhone：
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- Paper Publications
ADCINAR(1)模型的加权条件最小二乘估计
Release time:2022-06-14 Hits:
- Affiliation of Author(s):数学与统计学院
- Teaching and Research Group:统计教研室
- Journal:吉林大学学报理学版
- Key Words:双谱密度；相依计数序列；高阶矩；整值时间序列；加权条件最小二乘
- Abstract:用加权条件最小二乘方法,对基于相依计数序列的一阶整值自回归模型(ADCINAR(1))进行参数估计,给出参数估计的表达式及其渐近分布,并推导模型的高阶矩,高阶累积量,谱密度和双谱密度.数值模拟结果表明,将加权条件最小二乘估计,条件最小二乘估计和Yule-Walker估计进行比较,验证了加权条件最小二乘方法的有效性.
- Indexed by:Journal paper
- Volume:237
- Issue:3
- Page Number:101-109
- Translation or Not:no
- Date of Publication:2019-01-01