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双重时序模型矩估计的渐近性1样本自协方差自相关函数
卢祖帝
1997
Source Publication应用数学学报
ISSN0254-3079
Volume020Issue:003Pages:354
Abstract双重时序模型自提出以来,特别是关于模型的概率性质(如平很快稳性,遍历性)已有许多讨论,但统计推断方面的文章还很少。作为[9,10]工作的继续,本文及后续文章将讨论矩估计及其大样本性质。首先在本文中,基本的矩估计量(样本自协方差函数及样本自相关函数)的渐近性质对AR(1)-MA(q)模型得到讨论,证明了其渐近正态,并 强相合的收敛速度。
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/50089
Collection中国科学院数学与系统科学研究院
Affiliation中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
卢祖帝. 双重时序模型矩估计的渐近性1样本自协方差自相关函数[J]. 应用数学学报,1997,020(003):354.
APA 卢祖帝.(1997).双重时序模型矩估计的渐近性1样本自协方差自相关函数.应用数学学报,020(003),354.
MLA 卢祖帝."双重时序模型矩估计的渐近性1样本自协方差自相关函数".应用数学学报 020.003(1997):354.
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