| MA模型参数的两种估计方法及其渐近性质 |
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| 引用本文： | 陈敏,徐明德,丁从新,白爱莉. MA模型参数的两种估计方法及其渐近性质[J]. 太原理工大学学报, 1991, 0(4) |
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| 作者姓名： | 陈敏 徐明德 丁从新 白爱莉 |
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| 作者单位： | 山西大学，太原工业大学，山西财贸学校，山西财贸学校 |
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| 摘 要： | 本文利用MA模型参数与其逆转形式系数之间的关系,给出了参数的两种线性估计方法,并证明了本文给出的方法具有强相容性和渐近正态性。
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| 关 键 词： | AM模型 参数估计 强相容性 渐近正态性 |
Two Estimating Methods for the Parameters of MA Model and The Their Asymptotic Properties |
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| Chen Ming Xu Mingde. Two Estimating Methods for the Parameters of MA Model and The Their Asymptotic Properties[J]. Journal of Taiyuan University of Technology, 1991, 0(4) |
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| Authors: | Chen Ming Xu Mingde |
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| Affiliation: | Chen Ming Xu Mingde (Shanxi University) (Taiyuan University of Technology) Ding Gongxing Bai Aili (Shanxi Financial and Trade Special Secondary School) |
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| Abstract: | In this paper, two estimating methods for the parameters of MA model are given using the relations between the parameters of MA model and the parameters of invberted form. It is also proved that two estimations are strongly consistent and asymptoticaly normal. |
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| Keywords: | MA model parameter's estimation strongly consistent a symptoticaly normal |
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