摘要
考察了两指标ARMA过程的模型(差分方程)与其谱密度之间的关系.
The relationship between the model of ARMA process and its spectrum is studied in this paper, and a result which show us that the model can be by the spectrum and vice versa is obtained.
出处
《纯粹数学与应用数学》
CSCD
1995年第2期120-124,共5页
Pure and Applied Mathematics
关键词
ARMA过程
平稳性条件
谱密度
平稳过程
ARMA process with two parameters
stationary condition
invertibility condition