题目：  Integer-valued time series models

报告人： 朱复康  教授  （吉林大学数学学院）

Abstract : Integer-valued time series models have received growing attention recently. In this talk, I will focus on two popular classes, one is based on the thinning operator, and another one is the Poisson analogue of the generalized autoregressive conditional heteroscedasticity (GARCH) model, called the integer-valued GARCH (INGARCH). Definitions, stochastic properties and estimation methods are given for various representative univariate and multivariate models. The negative binomial INGARCH model is discussed in detail.

时间： 11月12日（周一）10:00-12:00

地点：565net必赢客户端本部教二楼 513 教室

欢迎全体师生积极参加！