| 简单双线性时间序列模型参数的矩法估计及其渐近分布 |
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| 引用本文： | 陈家鑫.简单双线性时间序列模型参数的矩法估计及其渐近分布[J].汕头大学学报(自然科学版),1994,9(2):27-38. |
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| 作者姓名： | 陈家鑫 |
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| 作者单位： | 汕头大学数学系 |
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| 摘 要： | 本文研究简单双线性时间序列模型ｘｔ＝ｅｔ＋ｂｅｔ－１ｘｔ－１，｜ｔ｜＝１，２…参数ｂ和σ２的矩估计问题，证明估计量的渐近正态性。
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| 关 键 词： | 简单双线性模型 矩估计 可逆性、依分布收敛 依概率收敛 极限分布 |
Moment estimator of the parameter for the simple bilinear models and its asymptotic distribution |
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| Chen Jiaxin.Moment estimator of the parameter for the simple bilinear models and its asymptotic distribution[J].Journal of Shantou University(Natural Science Edition),1994,9(2):27-38. |
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| Authors: | Chen Jiaxin |
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| Abstract: | In this paper is considered the moment method of estimation for the parameters b and σ2 in the simple bilinear time series models {xt}xt = et + bet-1xt-1, t = 1,2,.. Where {et} is white noise, and the asymptotic normality is obtained for the moment estimators b and σ2. |
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| Keywords: | simple bilinear models moment estimation invertibility covergence in distribution covergence in probability limiting distribution |
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