摘要
对于AR(p)模型,可用W-R递推公式估计其自回归系数.本文则将对称的W-R递推公式推广到非对称的情况,从而解决了用它来估计ARMA(p,q)模型的自回归系数的问题.
Symmetrical W-R recursion formula is able to estimate autoregression coefficient of AR(p) model. In this paper, non-symmetrical W-R recursion formula is derived. It is able to estimale autoregreession coefficient of ARMA(p, p)model.
出处
《上海第二工业大学学报》
1990年第2期69-75,共7页
Journal of Shanghai Polytechnic University
