摘要
讨论了开环门限自回归模型的参数估计,在一定条件下证明了参数的最小二乘法估计的相容性,并给出了参数的收敛速度.
In this article is discussed the autoregressive model for open-loop threshold with an aim to investigate its estimate of parameters, The compatibility of the leastsquares estimation for the parameters is proved under certain conditions is obtained, and convergence rate of the parameters is proved under certain conditions is obtained, and convergence rate of the parameters is presented,
出处
《汕头大学学报(自然科学版)》
1999年第1期64-69,共6页
Journal of Shantou University:Natural Science Edition