| 关于多维时间序列AR(p)模型的最小二乘估计及若干平稳性的探讨 |
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| 引用本文： | 邱润之.关于多维时间序列AR(p)模型的最小二乘估计及若干平稳性的探讨[J].南京邮电大学学报(自然科学版),1987(3). |
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| 作者姓名： | 邱润之 |
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| 摘 要： | 本文给出了多维时间序列AR(p)模型的最小二乘估计,并对若干平稳性进行了探讨。
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| 关 键 词： | 时间序列分析 最小二乘法 估计 |
On Least Square Estimates and Some Stationary Properties of Multidimensional AR(p) Model Time Series |
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| Qiu Runzhi.On Least Square Estimates and Some Stationary Properties of Multidimensional AR(p) Model Time Series[J].Journal of Nanjing University of Posts and Telecommunications,1987(3). |
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| Authors: | Qiu Runzhi |
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| Abstract: | In this paper, we obtain the least square estimates and some stationary properties of multidimensional AR(p)model time series. It is important for communication engineering and economics. |
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| Keywords: | Time series analysis Least squared method Estimation |
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