摘要
本文在文［４］的基础上讨论了双重时序ＡＲ（１）－ＭＡ（ｑ）模型的相关结构，在不假定白噪声序列为正态的情况下，证明了安鸿志［２］关于模型的相关结构的猜想是正确的，具体地构造了ＡＲ（１）－ＭＡ（３）模型的相关结构，并与ＡＲＭＡ模型进行了初步的比较，给出了一些抛砖引玉的讨论．
On the basis of [4], the correlation structure of the doubly stochastic time series AR-MA model is discussed in this paper. without assuming that the noise processes are Gaussian, the conjecture given by An Hongzhi[2] on the correlation structure is proved to be correct. As an introduction to the method, we explicitly construct the correlation structure of AR(1)-MA(3) model. We also give some comparative discussions with the ARMA model.
出处
《系统科学与数学》
CSCD
北大核心
1995年第3期222-230,共9页
Journal of Systems Science and Mathematical Sciences
