摘要
本文利用MA模型参数与其逆转形式系数之间的关系,给出了参数的两种线性估计方法,并证明了本文给出的方法具有强相容性和渐近正态性。
In this paper, two estimating methods for the parameters of MA model are given using the relations between the parameters of MA model and the parameters of invberted form. It is also proved that two estimations are strongly consistent and asymptoticaly normal.
关键词
MA模型
参数估计
强相容性
MA model
parameter's estimation
strongly consistent
a symptoticaly normal
