摘要
基于随机模拟的方法,利用可逆跳MCMC算法讨论了ARMA模型的识别和参数估计。
Based on the method of the stochastic simulation,with the use of the reversible jump MCMC algorithms, a new method was discussed on discernment parameters of the ARMA model.
出处
《山东科技大学学报(自然科学版)》
CAS
2003年第4期55-56,共2页
Journal of Shandong University of Science and Technology(Natural Science)