| 噪声为ARMA序列时变参数估计 |
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| 引用本文： | 陈伏兵. 噪声为ARMA序列时变参数估计[J]. 苏州大学学报(医学版), 1999, 15(1): 19-22 |
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| 作者姓名： | 陈伏兵 |
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| 作者单位： | 淮阴师范学院数学系!淮阴223001 |
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| 摘 要： | 本文利用最小二乘估计给出噪声为 ＡＲＭＡ序列线性模型中时变参数估计，并讨论了估计量的相容性问题．
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| 关 键 词： | 线性模型 最小二乘估计 ARMA噪声 时变参数 依概率收敛 相容性 |
ESTIMATION OF TIME-VARYING PARAMETERS FOR THE RESIDUAL ARMA SEQUENCE |
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| Chen Fubing. ESTIMATION OF TIME-VARYING PARAMETERS FOR THE RESIDUAL ARMA SEQUENCE[J]. Journal of Suzhou University(Natural Science), 1999, 15(1): 19-22 |
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| Authors: | Chen Fubing |
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| Abstract: | In this paper we get the estimation of time-varying parameters in linear regression model with ARMA noise by the least square method and discuss the consistency of the estimation at the same time. |
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| Keywords: | linear model LSE ARMA noise time-varying parameters convergence in probability consistency |
| 本文献已被 CNKI 维普 等数据库收录！ |
