| 时间序列参数估计的稳健相合性和稳健正态性 |
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| 引用本文： | 魏立力.时间序列参数估计的稳健相合性和稳健正态性[J].宁夏大学学报(自然科学版),1991,12(2):8-13. |
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| 作者姓名： | 魏立力 |
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| 作者单位： | 宁夏大学数学系 |
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| 摘 要： | 对于简单样本情形,郑忠国(1986)根据Hampel(1971)的定性稳健性的概念提出了稳健正态性的概念。本文根据P.Pahtoni-Kazakos(1979,1984,1987)关于时间序列定性稳健性的概念,对时间序列模型的参数估计问题提出了稳健相合性和稳健渐近正态性的概念。
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| 关 键 词： | 时间序列 稳健相合性 稳健正态性 |
Robust Consistency and Robust Asymptotic Normality of Estimators on Time Series |
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| Wei Lili.Robust Consistency and Robust Asymptotic Normality of Estimators on Time Series[J].Journal of Ningxia University(Natural Science Edition),1991,12(2):8-13. |
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| Authors: | Wei Lili |
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| Institution: | Department of Mathematics |
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| Abstract: | Robust Asymptotic Normality of Estimators on memoryless observation processes is proposed by Zheng Zhongguo(1986). From the intuitive interpretation of the asymptotically robustness of Estimators on stationary Processes, in this paper, we proposed the concepts of robust Consistency and robust asymptotic Normality. |
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| Keywords: | time series qualitative robus ness robust Consistency robust asymptotic Normality |
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