模型

Yule-Walker估计

MSE

Po-RNMTINAR(1)

$\widehat{\alpha }=0.2703$

7.1507

${\widehat{\sigma }}_{\alpha }^2=0.0298$

$\widehat{\lambda }=4.4110$

$\widehat{p}=0.3743$

Po-MTINAR(1)

$\widehat{\alpha }=0.2703$

7.1529

$\widehat{\lambda }=6.0348$

$\widehat{p}=5.2578$