摘要
对于一类两指标时间参数的线性模型 Y_(?)=β_(?)~T·X_(?)+e_(?),其系数是两指标时变的,其误差是一个两指标平稳 AR(p)序列,文中给出了它的参数估计方法,并证明了估计的相合性.
For a class of linear models with a two-dimensional-time t,a two-dimension-time-varying coefficient β_(?)and an error which is a two-dimensional-time stationaryAR(p)series,this paper presents a method for its parameter estimation and proves theconvergence of estimaties.
出处
《西安电子科技大学学报》
EI
CAS
CSCD
北大核心
1992年第4期70-80,共11页
Journal of Xidian University
关键词
时间序列
参数估计
线性模型
two-dimensional-time series
convergence of estimate of paranaeter
linear model
