摘要
本文研究简单双线性时间序列模型xt=et+bet-1xt-1,|t|=1,2…参数b和σ2的矩估计问题,证明估计量的渐近正态性。
In this paper is considered the moment method of estimation for the parameters b and σ2 in the simple bilinear time series models {xt}xt = et + bet-1xt-1, t = 1,2,.. Where {et} is white noise, and the asymptotic normality is obtained for the moment estimators b and σ2.
出处
《汕头大学学报(自然科学版)》
1994年第2期27-38,共12页
Journal of Shantou University:Natural Science Edition
关键词
时间序列模型
参数估计
矩估计量
渐近分布
simple bilinear models
moment estimation
invertibility
covergence in distribution
covergence in probability
limiting distribution