| 多维ARMR(p,q)模型的适时递推预报 |
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| 引用本文： | 孟昭为.多维ARMR(p,q)模型的适时递推预报[J].山东理工大学学报,2000(4). |
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| 作者姓名： | 孟昭为 |
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| 作者单位： | 山东工程学院 |
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| 摘 要： | 本文讨论了多维 ARMA(p,q)序列的新息预报 ,利用有限个观测值给出并证明了两个递推预报公式
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| 关 键 词： | 多维ARMA模型 新息序列 |
The Recursive Forecasting of Multivate ARMA(p,q) Models |
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| Meng Zhaowei.The Recursive Forecasting of Multivate ARMA(p,q) Models[J].Journal of Shandong University of Technology:Science and Technology,2000(4). |
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| Authors: | Meng Zhaowei |
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| Abstract: | Recursive forecasting of ARMA(p,q) vector models were discussed and two forecasting formulas were derived and verified from finite observation data. |
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| Keywords: | multivate ARMA(p q) models innovation sequence |
| 本文献已被 CNKI 维普 等数据库收录！ |
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