摘要
Herein we give the asymptotic canonical forms of the design mains Pn where is an unstable ARMA process B denotes the backshift operator such that B, and p is the order of the polynomial having all roots outside or on the unit circle. These asymptotic canonical forms for Pn, which behave a.s. approximately diagonally, are then used to obtain the itersted logarithm rates of almost sure convergence of the least-squares estimates to the unknown true parameter for an unstable time series.
Herein we give the asymptotic canonical forms of the design mains Pn where is an unstable ARMA process B denotes the backshift operator such that B, and p is the order of the polynomial having all roots outside or on the unit circle. These asymptotic canonical forms for Pn, which behave a.s. approximately diagonally, are then used to obtain the itersted logarithm rates of almost sure convergence of the least-squares estimates to the unknown true parameter for an unstable time series.
