具有相依Bernoulli计数序列的 RCINAR（p）模型的极大似然估计

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中图分类号：O212.1 文献标志码：A 文章编号：1671-5489（2025）05-1325-12

Maximum Likelihood Estimation of RCINAR （ p ） Model with Dependent Bernoulli Counting Series

LI Qi， LIU Xiufang（College of Mathematics ， Taiyuan University of Technology， Taiyuan O3oo24，China）

Abstract： We used a p -order random coefficient integer autoregressive RCINAR（p） model with dependent Bernoulli counting series to solve the analysis problem of data with correlated characteristics of counting variables. We obtained the statistical properties of the model，the conditional maximum likelihood estimation of the parameters，and their asymptotic normality，and the effectiveness of the model was verified through the analysis of actual data，accurately capturing data correlations and trends. These results show that the estimators of the model converge to the true values as the sample size increases.

Keywords： dependent Bernouli counting series；random coeficient；conditional maximum likelihood estimation;asymptotic normality

整数时间序列模型在金融、经济、气象学等领域应用广泛．在构建整数时间序列模型时，选择合适的稀疏算子至关重要．文献[1]提出了二项稀疏算子“。（剩余9161字）