摘要
文献[1]提出了相关系数平稳过程并讨论了它的参数估计方法,其参数估计值采用了数值迭代法.本文在[1]的基础上对一种特殊的相关系数平稳序列的均值和方差提出一种具体的解决方法,得到了确切的均值和方差的参数估计表达式.
M rfu find the correlation coefficient stationary process and give the method of the parameter estimate. He has the value by the method of iteration. The paper is devoted to the mean and variance of one kind of special correlation coefficient,and have the better precise effect.
出处
《数学理论与应用》
2006年第3期40-42,共3页
Mathematical Theory and Applications
关键词
随机序列
相关系数平稳过程
极大似然估计
Random sequence Correlation coefficient stationary process Maximum likelihood estimate
