| 引用本文: | 谢新艳.一类多维双重时序 AR(1)-MA(q) 模型的平稳性.[J].国防科技大学学报,1999,21(6):119-122.[点击复制] |
| Xie Xinyan.The stationanrity of a Dimensional Doubly Stochastic AR(1)-MA(q) Model[J].Journal of National University of Defense Technology,1999,21(6):119-122[点击复制] |
|
| |
|
|
| 本文已被：浏览 6022次 下载 6031次 |
| 一类多维双重时序 AR(1)-MA(q) 模型的平稳性 |
| 谢新艳 |
|
(国防科技大学 系统工程与数学系 湖南 长沙 410073)
|
| 摘要: |
| 讨论了一类多维双重时序AR(1)-MA(q)模型的二阶平稳性问题。通过导出一组线性方程组, 给出了这类模型二阶平稳的显式充分条件和必要条件, 为验证模型的二阶平稳性提供了一个可行的途径。 |
| 关键词: 双重时序模型, AR(1)-MA(q) 模型, 二阶平稳性 |
| DOI： |
| 投稿日期：1999-02-20 |
| 基金项目: |
|
| The stationanrity of a Dimensional Doubly Stochastic AR(1)-MA(q) Model |
| Xie Xinyan |
|
(Department of Systems Engineering and Mathematics, NUDT, Changsha, 410073)
|
| Abstract: |
| This article discusses the second order stationarity of a dimensional doubly stochastic AR(1)-MA(q) model. By developing a group of linear equations, the explicit necessary & sufficient conditions of the stationarity for this model have presented. lt is a feasible method to test the second order stationarity of this model. |
| Keywords: doubly stochastic time series model, AR(1)-MA(q) model, second order stationarity |
|
|
