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数学学院、所2019年系列学术活动(第171场):杨凯博士 长春工业大学

发表于: 2019-10-16   点击: 

报告题目:Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes

人:杨凯博士 长春工业大学

报告时间:20191016日上午10:00-11:00

报告地点:数学楼629

报告摘要:

To accurately and flexibly capture the dispersion features of time series of counts, we introduce the generalized Poisson thinning operation and further define some new integer-valued autoregressive processes. Basic probabilistic and statistical properties of the models are discussed. Conditional least squares and maximum quasi likelihood estimators are investigated via the moment targeting estimation methods for the innovation free case. Also, the asymptotic properties of the estimators are obtained. Conditional maximum likelihood estimation for the parametric cases are also discussed. Finally, some numerical results of the estimates and two real data examples are presented..

报告人简介:

杨凯,长春工业大学数学与统计学院统计系副主任,主要从事整数值时间序列和金融数据分析等方面的研究,目前在Applied Mathematical ModellingStatistical PapersMetrika等期刊上发表高水平科研论文十余篇,主持国家自然科学基金一项。