AR(1)-MA(2)双重时间序列模型的平稳解及其谱密度

The Stationary Solution and Specral Density of AR(1)-MA(2) Doubly Stochastic Time Scries Model

本文考虑了双重时间序列模型AR(1)-MA(2),用初等方法直接导出了该模型存在平稳解的显式条件,自协方差函数的结构及谱密度的显式表示。

In this paper, we consider the doubly stochastic time scries model AR(1)-MA(2), It is by the slcmentary method that we have derived its existence function and the representation of the spectra! density.