摘要
本文研究了一类非平稳时间序列的稳定性及周期性,得到了它为周期相关序列的充分必要条件,推广了文献[3]的结论.
in this paper,a Class nonstationary time sequences xt=xt-1+et are studied and a necessary andsufficient conditions with periodically correlated time sequences are developed. The result given by [3] is generalized.
出处
《经济数学》
1997年第2期88-91,共4页
Journal of Quantitative Economics
关键词
时间序列
稳定解
周期相关序列
Time sequences,stationary solution,periodically correlated sequences