摘要
本文根据滑动平均过程相关函数的截尾性质,利用假设检验,给出了一个估计滑动平均过程阶的方法。
On the basis of truncation property of correlation function for Moving-Average process and by the hypothesis testing, presents a new way to estimate order of the process. Gives some relative lemmata and theorems. The method may be realized effectivly and simply by computer.
关键词
时间序列分析
滑动平均过程
阶
Time series analysis
Autoregressive sliding models
Correlation functions
Hypothesis testing
