| 一类平稳随机AR（1）的检验 |
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| 引用本文： | 辛荣环.一类平稳随机AR（1）的检验[J].辽宁大学学报(自然科学版),1999,26(2):105-107. |
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| 作者姓名： | 辛荣环 |
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| 作者单位： | 辽宁大学国际经济学院 |
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| 摘 要： | 给出随机系数ＡＲ（１）的随机系数方差是否为零的一个近似检验方法。
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| 关 键 词： | 平稳随机序列 检验 方差 近似检验 随机系数 |
An Approximate Checking Method to Judge the Variance of Random Coefficient AR(1) |
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| XIN Ronghuan International Economics College,Liaoning University,Shenyang.An Approximate Checking Method to Judge the Variance of Random Coefficient AR(1)[J].Journal of Liaoning University(Natural Sciences Edition),1999,26(2):105-107. |
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| Authors: | XIN Ronghuan International Economics College Liaoning University Shenyang |
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| Institution: | XIN Ronghuan International Economics College,Liaoning University,Shenyang 110036 |
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| Abstract: | An approximate checking method to judge whether the variance of random coefficient AR(1) equals to zero or not was presented in this paper. |
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| Keywords: | random AR(1) |
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