| 由时变ARMA模型描述的一类非平稳时间序列的特性 |
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| 引用本文： | 李荆根 徐南荣. 由时变ARMA模型描述的一类非平稳时间序列的特性[J]. 东南大学学报(自然科学版), 1989, 19(2): 75-82 |
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| 作者姓名： | 李荆根 徐南荣 |
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| 作者单位： | 东南大学管理学院，东南大学管理学院 |
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| 摘 要： |
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| 关 键 词： | 时变 ARMA模型 时间序列分析 |
The Characteristics of Nonstationary Time Series Described by Time-varying ARMA Models |
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| Li Jingyin Xu Nanrong. The Characteristics of Nonstationary Time Series Described by Time-varying ARMA Models[J]. Journal of Southeast University(Natural Science Edition), 1989, 19(2): 75-82 |
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| Authors: | Li Jingyin Xu Nanrong |
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| Affiliation: | College of Management |
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| Abstract: | In this paper, the relation between the linear systems and time series is discussed, and the properties of nonstationary time series described by time-varying linear models, especially by ARM A models with time-varying coefficients, are investigated. |
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| Keywords: | time series analysis time varying ARMA (autoregressive moving average) models |
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