摘要
GAR模型为应用很广的一类非线性时间序列模型,AR模型为其特殊情况。本文给出了当系数为白噪声时GAR(2)的平稳域及相应的参数估计,并同时获得了多维GAR(1)的平稳性条件。
GAR models arc the general non-linear models and All model is its special case. This paper presents the stationary domain and parameter es-tinflation of GAR (2) models tinder- the condition of the coefficients being whit' noise series. The stationary condition of multidimensional GAR(1) models is also given.
出处
《石油大学学报（自然科学版）》
CSCD
1989年第3期87-94,共8页
Journal of the University of Petroleum,China(Edition of Natural Science)
