| ARMA序列MA参数G-M估计的渐近正态性 |
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| 引用本文： | 陈伏兵. ARMA序列MA参数G-M估计的渐近正态性[J]. 南京师大学报(自然科学版), 1999, 22(3): 19-21,24 |
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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!223001，淮阴 |
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| 摘 要： | 证明了ＡＲＭＡ序列ＭＡ参数Ｇ－Ｍ估计的渐近正态性。
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| 关 键 词： | ARMA序列 G－M估计 MA参数 渐近正态性 |
Asymptotic Normality of G-M Estimation of MA Parameters of ARMA Sequence |
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| Chen Fubing. Asymptotic Normality of G-M Estimation of MA Parameters of ARMA Sequence[J]. Journal of Nanjing Normal University(Natural Science Edition), 1999, 22(3): 19-21,24 |
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| Authors: | Chen Fubing |
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| Affiliation: | Chen Fubing Department of Mathematics,Huaiyin Normal University,223001,Huaiyin,PRC. |
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| Abstract: | In this paper, the asymptotic normality of G-M estimation of MA parameters of ARMA sequence is proved. |
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| Keywords: | ARMA sequence converse coverse correlation asymptotic normal G-M estimation MA parameters |
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