| MA模型阶数在平方损失函数下的贝叶斯估计 |
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| 引用本文： | 熊欧.MA模型阶数在平方损失函数下的贝叶斯估计[J].甘肃科学学报,2009,21(1):34-36. |
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| 作者姓名： | 熊欧 |
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| 作者单位： | 安徽科技学院,理学院,安徽,凤阳,233100 |
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| 摘 要： | 从贝叶斯原理出发在假定滑动平均模型阶数q有已知上界，并为离散随机变量，且具有先验分布函数的条件下，讨论了在平方损失下MA模型阶数的贝叶斯估计记为点．
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| 关 键 词： | MA(q) 平方损失函数 贝叶斯估计 先验分布 |
The Bayesian Estimate of the Orders of MA(q)Models of Time Series |
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| XIONG Ou.The Bayesian Estimate of the Orders of MA(q)Models of Time Series[J].Journal of Gansu Sciences,2009,21(1):34-36. |
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| Authors: | XIONG Ou |
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| Institution: | XIONG Ou (School of Sciences, Anhui College of Science and Technolgy, Fengyang 233100, China) |
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| Abstract: | The problem of determining the orders of MA（q） models of time series is discussed on the basis of the Bayesian estimate theory. A general prior distribution for the order and a general family of prior distribution for the parameters are proposed. With respect to the square loss function,the criterion for the order of MA（q） is denoted by k. |
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| Keywords: | MA(q) |
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