| ARMA过程有理谱密度特征的另一证明 |
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| 引用本文： | 陈家鑫. ARMA过程有理谱密度特征的另一证明[J]. 汕头大学学报(自然科学版), 1990, 0(1) |
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| 作者姓名： | 陈家鑫 |
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| 摘 要： | 以exp{-iω}的有理函数为谱密度是ARMA过程的特征.这一性质的证明通常由平稳随机过程的谱表示定理导出.本文在讨论了ARMA过程自协方差函数的差分性质以后,用算围道积分的复变函数方法,论证了ARMA过程的有理谱密度形式的同一结果.
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| 关 键 词： | ARMA过程 差分方程 谱密度函数 单极点 留数定理 |
Another Prove for the Spectral Properties about ARMA Processes |
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| Chen Jiaxin. Another Prove for the Spectral Properties about ARMA Processes[J]. Journal of Shantou University(Natural Science Edition), 1990, 0(1) |
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| Authors: | Chen Jiaxin |
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| Affiliation: | Chen Jiaxin |
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| Abstract: | In this paper we give the evidence in proof of the spectral density properties for ARMA processes, with calculations of the integral round a contour. |
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| Keywords: | ARMA processes Difference equation Spectral density function Pole of order 1 residue theorem |
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