| AR（1）序列MLE渐近性态研究的几何方法 |
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| 引用本文： | 范金城,蒋炜.AR（1）序列MLE渐近性态研究的几何方法[J].西安交通大学学报,1995,29(12):87-93. |
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| 作者姓名： | 范金城 蒋炜 |
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| 摘 要： | 在时域上对ＡＲ（１）模型所形成的曲指数旋流形进行了几何讨论，并给出了极大似然估计的信息损失与统计曲率的关系。
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| 关 键 词： | 统计推断 微分几何 AR（1）序列 曲指数旋流形 |
DIFFERENTIAL GEOMETRICAL METHODS FOR ANALYSING THE ASYMPTOTIC BEHAVIOR OF MLE OF AR(1)SERIES |
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| Fan Jincheng, Jiang Wei.DIFFERENTIAL GEOMETRICAL METHODS FOR ANALYSING THE ASYMPTOTIC BEHAVIOR OF MLE OF AR(1)SERIES[J].Journal of Xi'an Jiaotong University,1995,29(12):87-93. |
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| Authors: | Fan Jincheng Jiang Wei |
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| Institution: | Fan Jincheng; Jiang Wei(School of Sciences)(School of Management) |
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| Abstract: | In this paper,we develop the differential geometrical method for analysing the AR(1)model in time domain,and the relationship between the information loss of MLE and the sta-tistical curvature is obtained. |
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| Keywords: | statistical inference information loss differential geometry method |
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