%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