对INGARCH模型对整数值时间序列的系统审查
Mengya Liu1, Fukang Zhu2, Jianfeng Li1
1School of Mathematics and Statistics, Central China Normal University, Wuhan 430079, China.
Entropy (Basel, Switzerland)
|June 28, 2023
概括
本综述涵盖了对各种计数时间序列数据的整数值通用自回归条件异构复杂性 (INGARCH) 模型的最新进展. 它强调了无边界,有边界,Z值和多变量计数的创新,方法和应用.
科学领域:
- 统计 统计 统计 统计
- 计量经济学 计量经济学
- 时间序列分析时间序列分析
背景情况:
- 计时时间序列数据在各种科学和经济领域普遍存在.
- 对计数数据的先进建模技术的持续需求.
- 整数价值的通用自回归条件异种复杂性 (INGARCH) 模型对于分析此类数据至关重要.
研究的目的:
- 提供INGARCH模型近期发展的全面审查.
- 涵盖不同类型计数数据的进展,包括无界,有界,Z值和多变量序列.
- 确定INGARCH建模中的新兴研究趋势和潜在的未来方向.
主要方法:
- 系统审查过去五年出版的关于INGARCH模型的文献.
- 基于数据类型的模型分类:无边界,边界,Z值和多变量计数.
- 对每个数据类型的模型创新,方法进步和应用扩展的分析.
主要成果:
- 对各种计数数据类型的INGARCH模型开发取得了显著进展.
- 方法上的创新提高了这些模型的灵活性和适用性.
- 新的应用领域已经出现,证明了INGARCH模型的多功能性.
结论:
- INGARCH建模领域经历了实质性的增长和多元化.
- 需要进一步的研究来整合不同的INGARCH方法并探索新的前沿.
- 持续的发展对于满足日益增长的计数时间序列分析需求至关重要.
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