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开环门限自回归模型
引用本文:陈军才. 开环门限自回归模型[J]. 汕头大学学报(自然科学版), 1999, 14(1): 64-69
作者姓名:陈军才
作者单位:汕头大学数学系!汕头,515063
摘    要:讨论了开环门限自回归模型的参数估计,在一定条件下证明了参数的最小二乘法估计的相容性,并给出了参数的收敛速度.

关 键 词:开环门限  相容性  收敛速度

The autoregressive model for open-loop threshold
Chen Juncai. The autoregressive model for open-loop threshold[J]. Journal of Shantou University(Natural Science Edition), 1999, 14(1): 64-69
Authors:Chen Juncai
Abstract:In this article is discussed the autoregressive model for open-loop threshold with an aim to investigate its estimate of parameters, The compatibility of the leastsquares estimation for the parameters is proved under certain conditions is obtained, and convergence rate of the parameters is proved under certain conditions is obtained, and convergence rate of the parameters is presented,
Keywords:open loop  compatibility  convergence rate
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