扰动项序列自回归模型参数的最小二乘估计

Least Squares Estimation for the Parameter of Autoregressive Models of the Perturbation Term

提出一种求解扰动项序列自相关系数及估计回归模型参数B的迭代方法．证明了该迭代方法关于残差平方和具有全局收敛性质．

The present paper reports an iterative method for solving self-relative coefficient and estimating the parameter B of regressive model, proves that the sum of residual error square under the iterative method possesses global convergence.