%0 Journal Article
%T ON THE CORRELATION STRUCTURE OF THE DOUBLY STOCHASTIC TIME SERIES AR-MA MODEL AND SOME COMPARISON WITH THE ARWA MODEL<br>关于双重时序AR-MA模型的相关结构及与ARMA模型的比较
%A Lu ZU-DI
%A <br>卢祖帝
%J 系统科学与数学
%D 1995
%I 
%X On the basis of 4], the correlation structure of the doubly stochastic time series AR-MA model is discussed in this paper. without assuming that the noise processes are Gaussian, the conjecture given by An Hongzhi2] on the correlation structure is proved to be correct. As an introduction to the method, we explicitly construct the correlation structure of AR(1)-MA(3) model. We also give some comparative discussions with the ARMA model.
%K Doubly stochastic time series
%K AR-MA model
%K correlation structure
%K ARMA model<br>双重时间序列，AR－MA模型，相关结构，平稳ARMA模型
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=B196A1170B01D579CA66E59CB0D04E90&yid=BBCD5003575B2B5F&vid=23CCDDCD68FFCC2F&iid=38B194292C032A66&sid=8B59EA573021D671&eid=D6354F61445E9456&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=0