%0 Journal Article %T MOMENT ESTIMATION OF PARAMETERS AND ITSASYMPTOTIC PROPERTIES FOR AR(1 )-MA(0)MODEL
AR(1)-MA(0)模型的参数矩估计及其优良性质 %A ZHANG Suo-DI %A
张所地 %J 系统科学与数学 %D 1995 %I %X 本文对双重时序模型AR(1)-MA(0)的参数Θ=(α,δ2,σ2)T提出了一种矩估计并证明了以下3条性质:当n→∞时,及 %K Doubly stochastic time series %K moment estimation %K strong consistence %K central limit theorem
双重时序模型,矩估计,强相合性,渐近正态性. %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=4EE1A549F67E203830129544C35CA9A1&yid=BBCD5003575B2B5F&vid=23CCDDCD68FFCC2F&iid=0B39A22176CE99FB&sid=B445D36F6A304DE5&eid=F24949CFDB502409&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=0