摘要
简要介绍传统关联维数计算方法 ,并针对经济数据的特点分析传统计算方法的局限性 ,研究关联积分期望值的推导过程 ,并根据推导公式对 AR(1)过程进行了实证模拟分析 。
The traditional calculating method of relationship dimension is introduced briefly, then its disadvantages are analyzed particularly in accordance with the characteristics of economic data. After that, we lay emphasis on the calculating process of relationship integral expectancy value and give a positive simulation analysis to AR(1) in light of the calculating formula. The results of the simulation show that when the relationship integral expectancy value is taken as the estimate value of relationship dimension, the precision is fairly good.
出处
《系统工程》
CSCD
北大核心
2002年第4期77-80,共4页
Systems Engineering
基金
湖南省社科规划课题 (湘宣字 [2 0 0 1]30号 B2 0 10 1)
