理论数学  >> Vol. 4 No. 6 (November 2014)

近爆炸性自回归序列中参数估计量的渐近性质
Asymptotic Properties for the Parameter Estimator in the Near-Explosive Autoregressive Process

DOI: 10.12677/PM.2014.46038, PDF, HTML, XML, 下载: 1,973  浏览: 3,792 

作者: 于明明, 孟 娇:南京航空航天大学,南京

关键词: 自回归序列最小二乘法估计量近爆炸Autoregressive Process Least Squares Estimator Near-Explosive

摘要: 本论文的目的是研究近爆炸性自回归序列中, 当时参数最小二乘估计量的渐近分布。
Abstract: In this paper, we focus our attention on the following near-explosive autoregressive process: . When and in the near-explosive case, the asymptotic dis-tributions for the least squares estimator of can be obtained.

文章引用: 于明明, 孟娇. 近爆炸性自回归序列中参数估计量的渐近性质[J]. 理论数学, 2014, 4(6): 261-267. http://dx.doi.org/10.12677/PM.2014.46038

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