摘要
本文将两指标 ARMA 过程加以推广,提出了一类新的两指标弱平稳过程——EARMA 过程,给出了它的平稳性条件和可逆性条件;讨论了它的若干性质;并讨论了它的参数估计,其中主要是自相关估计的强相合速度。
In this paper,two-parameter ARMA process is generalized to give aclass of two-parameter weak stationary process EARMA process;itsstationary and invertible conditions are given;some properties are discussed;and parameters are estimated,mainly in the strong convergence rates of itsautocorrelation estimation.
出处
《数学杂志》
CSCD
北大核心
1992年第3期297-310,共14页
Journal of Mathematics
