摘要
近十几年来对跳点和强影响点差异的辨识已引起人们的注意，因为跳点与强影响点对参数估计及模型的估计等方面均有很重要的意义。所以，正确辨识跳点和强影响点是非常重要的，本文将从三个方面对此进行讨论。１．自回归滑动模型的辨识；２）具有ＡＲＭＡ误差的回归模型的辨识；３．ＡＲＭＡ模型的参数影响。从结果我们可以得出，对动态回归模型的每个强影响点的研究都是不可忽视的。
In the past years,the classification of the differences between the jump point and the strong influential point has aroused people' s attention,because it has great significance for the estimation of parameter, model,etc.So,it is very important to differeciate correctly the influence of jump points and strong influential points.In this thesis it will be discussed in three aspects: 1.Discrimination of model of regression sliding;2.Discrimination of model of regression model with errors of ARMA;3.The influence of parameters of ARMA model.From the result we can learn that any studies on every strong influential point in the model of regression sliding ought not to be neglected.
出处
《天津商学院学报》
1996年第4期19-23,共5页
Journal of Tianjin University of Commerce
关键词
动态模型
跳点
强影响点
dynamic model
junp point
influential point
