学科分类
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3 个结果
  • 简介:Atimeseriesx(t),t≥1,issaidtobeanunstableARMAprocessifx(t)satisfiesanunstableARMAmodelsuchasx(t)=a1x(t-1)+a2x(t-2)+…+a8x(t-s)+w(t)wherew(t)isastationaryARMAprocess;andthecharacteristicpolynomialA(z)=1-a1z-a2z2-…-a3z3hasallrootsontheunitcircle.Asymptoticbehaviorofsumform1ton(x2(t))willbestudiedbyshowingsomeratesofdivergenceofsumform1ton(x2(t)).ThiskindofpropertiesWillbeusedforgettingtheratesofconvergenceofleastsquaresestimatesofparametersa1,a2,…,a?

  • 标签: stationary POLYNOMIAL ESTIMATES DIVERGENCE getting 云一