摘要
本文中，设ＡＲ（ｐ）序列的样本分布为椭球分布，ＡＲ（ｐ）序列的噪声为椭球白噪声。我们得到模型参数的Ｂａｙｅｓ估计，又得到Ｂａｙｅｓ预报。
In this paper, suppose that the sample distribution of AR(p) sequence is an elliptical distribution, or the white noise of AR(p) sequence is elliptical white noise. We obtian Bayes estimaton of model parameters, and Bayes forecasting. The concept of elliptical white noise is first proposed in this paper.
出处
《工程数学学报》
CSCD
北大核心
1997年第1期63-68,共6页
Chinese Journal of Engineering Mathematics
