十大彩票预测 学术报告[2025] 095号

(高水平大学建设系列报告1117号)

报告题目：Mean-preserving rounding integer-valued time series models

报告人：朱复康 教授（吉林大学）

报告时间：2025年10月14日下午15:00-16:00

报告地点：深圳大学粤海校区校友广场303会议室　　　　　　　　　　　　　　　　　　　　　　　

报告摘要：In the past four decades, research on count time series has made significant progress, but research on Z-valued time series is relatively rare. Existing Z-valued models are mainly of autoregressive structure, where the use of the rounding operator is very natural. Because of the discontinuity of the rounding operator, the formulation of the corresponding model identifiability conditions and the computation of parameter estimators need special attention. It is also difficult to derive closed-form formulae for crucial stochastic properties. We rediscover a stochastic rounding operator, referred to as mean-preserving rounding, which overcomes the above drawbacks. Then, a novel class of Z-valued ARMA models and its vector version based on the new operator is proposed, and the existence of stationary solutions of the models is established. Stochastic properties are obtained. The advantages of our novel model class compared to existing ones are demonstrated. In particular, our model construction avoids identifiability issues such that maximum likelihood estimation is possible.

报告人简介：朱复康，吉林大学数学彩票预测 教授、博士生导师，吉林国家应用数学中心副主任、概率统计与数据科学系主任。2008年博士毕业，2013年破格晋升教授。主要从事时间序列分析和金融统计的研究，已经在Annals of Applied Statistics、Journal of Business & Economic Statistics、Statistica Sinica、Scandinavian Journal of Statistics、Journal of Time Series Analysis、中国科学-数学等期刊上发表论文多篇，主持国家自然科学基金面上项目3项和青年基金1项。曾获教育部自然科学奖二等奖、吉林省科学技术奖二等奖、吉林省享受省政府津贴专家、长春市有突出贡献专家等奖励，连续三年(2023-2025)入选美国斯坦福大学发布的全球前2%顶尖科学家榜单。现任中国现场统计研究会、全国工业统计学教学研究会、中国数学会概率统计分会等学会的理事或常务理事。现任SCI期刊Statistical Papers、Journal of Statistical Computation and Simulation的副主编，是JASA、JRSSB、JBES、AoAS等80余个SCI期刊的匿名审稿人。指导的研究生1人获得吉林省优秀博士学位论文、3人获得吉林省优秀硕士学位论文。

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邀请人：周彦

十大彩票预测

2025年10月11日