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系统科学与数学 1992
ESTIMATION OF PARAMETERS IN ONE CLASS OF NONNEGATIVE LINEAR PROCESS
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Abstract:
A class of general non-negative linear process is proposed.The procedure of estimating its(in particular,ARMA(p,q),s)parameters is made by solving a group of linear equations.The strong consistency of estimators is obtained.Finally some open problems are presented andwill be solved in another paper.