| USDBL（1，0，1）模型参数矩估计 |
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| 引用本文： | 康淑菊,李裕奇,王尚九.USDBL（1，0，1）模型参数矩估计[J].西南民族学院学报(自然科学版),2009,35(1):78-81. |
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| 作者姓名： | 康淑菊 李裕奇 王尚九 |
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| 作者单位： | 西南交通大学数学学院,四川成都610031 |
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| 摘 要： | 本文讨论了USDBL（1，0，1）模型的平稳条件，在模型满足平稳条件的情形下研究了该模型的二阶中心矩所满足的差分方程、并由此得出了模型参数的估计公式．最后研究了该模型矩估计的渐进性质．
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| 关 键 词： | 双线性时间序列 矩估计 渐进性质 |
The moment estimation of bilinear time series Model USDBL(1, 0, 1) |
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| KANG Shu-ju,LI Yu-qi,WANG Shang-jiu.The moment estimation of bilinear time series Model USDBL(1, 0, 1)[J].Journal of Southwest Nationalities College(Natural Science Edition),2009,35(1):78-81. |
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| Authors: | KANG Shu-ju LI Yu-qi WANG Shang-jiu |
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| Institution: | (School of Mathematics, Southwest Jiaotong University, Chengdu 610031, P.R.C.) |
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| Abstract: | In this paper, we discuss the sufficient conditions for the existence of stationary solutions to the bilinear model USDBL（1,0,1）. Difference equations of the auto-covariance for the bilinear model are obtained, so the estimation of the parameters can be easily done. Finally, we discuss the asymptotic behavior of moment estimation for the bilinear time series. |
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| Keywords: | bilinear time series moment estimator asymptotic behavior |
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