摘要
本文证明由Brockwell和Davis提出的线性滤波参数估计方法的强收敛速度,并给出这一方法在ARMA模型参数估计中的应用。
In this paper, the strong convergence rate for a method of parameter estimation of linear filter suggested by Broekwell and Davis is. presented and proved, and its application in estimation of the parameters of ARMA model is also discussed.
关键词
平稳过程
滤波
参数估计
强敛速
linear filter
linear process
strong convergence rate
ARMA model
