摘要
本文研究一般白噪声｛ｅｔ｝条件下，ＢＬ模型Ｘｔ＝ｅｔ十ｂｅｔ－１Ｘｔ－１，ｔ＝１，２，的参数ｂ的矩法估计问题，建立了矩估计量，证明了的渐近正态性．
in this paper is studied the problem of moment method of estimation of parameter b for the BL model Xt=et + bet-1Xt-1,where {et} is the general white noise.It is found that moment estimator,and the asymptotic normal distribution is obtained for b.
出处
《汕头大学学报（自然科学版）》
1994年第1期1-5,共5页
Journal of Shantou University：Natural Science Edition
关键词
BL模型
矩估计
极限分布
白噪声
BL model
moment method of estimation
conditions for invertibility
convergence in distribution,convergence in probability,limit distribution
