%0 Journal Article
%T On the Moment Estimation of Parameters and Its Asymptotic Properties about Doubly Time Series Model AR(1)-MA(1)
AR(1)-MA(1)模型的矩估计及其渐近分布
%A HU Gui-rong
%A
胡桂荣
%J 系统工程理论与实践
%D 2000
%I
%X In this paper, using the method of moment estimation, we propose a moment estimation of parameters about AR(1)-MA(1) model, and prove the asymptotic normality of this estimation.
%K doubly time series model
%K estimation of parameter
%K asymptotic normality
双重时序模型
%K 参数估计
%K 渐近正态性
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=68D76754DCF1C038&yid=9806D0D4EAA9BED3&vid=A04140E723CB732E&iid=38B194292C032A66&sid=B47A0E731AF43EB2&eid=03A030BB0C519C60&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=1&reference_num=0