关键词: 打薄算子, 整数值滑动平均模型, 随机系数, 遍历性

Abstract: The qth-order random coefficient integer-valued moving average model is introduced in this paper. The results indicate that: Fixed index t, this process according to Poisson distribution; Mean, Variance and Covariance functions are obtained; Stationary of this processes are proved, Ergodicity of the mean and Covariance functions of this process is established; The consistent moments estimator of parameters are obtained in some special case. We provide some simulation results to test the performances of these estimators.

Key words: Thinning Operation, INMA Model, Random Coefficient, Ergodicity