| 多维门限自回归模型参数估计的强相容性 |
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| 引用本文： | 宋心远,邓集贤.多维门限自回归模型参数估计的强相容性[J].中山大学学报(自然科学版),1990,29(1):23-28. |
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| 作者姓名： | 宋心远 邓集贤 |
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| 作者单位： | 中山大学数学系，中山大学数学系 |
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| 摘 要： |
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| 关 键 词： | 门限自回归 相容性 遍历性 |
Strong Consistency of Estimates of Parameters for Multiple TAR Models |
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| Song Xingyuan.Strong Consistency of Estimates of Parameters for Multiple TAR Models[J].Acta Scientiarum Naturalium Universitatis Sunyatseni,1990,29(1):23-28. |
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| Authors: | Song Xingyuan |
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| Institution: | Song Xingyuan Department of Mathematics;Deng Jixian |
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| Abstract: | Through studying markov properties of the multiple Threshold Autoregressi-re(TAR)Model in which the order,the thresholds and delay parameter are giv-en,we obtain the strong consistency of the least square estimates of the coeffic-int matrices and covariance matrix of the white noises.The results extend the corresponding results of paper(6). |
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| Keywords: | threshold autoregressive strong consistency ergodicity |
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