| 左删失数据下ARMA(p,q)模型的估计 |
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| 引用本文： | 周跃进,陈桂景.左删失数据下ARMA(p,q)模型的估计[J].纯粹数学与应用数学,2010,26(1):79-83. |
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| 作者姓名： | 周跃进 陈桂景 |
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| 作者单位： | 安徽理工大学理学院,安徽,淮南,232001;安徽大学数学科学学院,安徽,合肥,230039 |
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| 基金项目： | 安徽省高等学校自然科学基金(KJ2009B118Z);;安徽理工大学青年基金(QN200720) |
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| 摘 要： | 在观测数据左删失情形下由K—M估计方法得到，严平稳遍历序列{Xt}的均值和自协方差函数的估计，从而获得ARMA（p，q）模型的参数估计，且所给估计量是强相合估计．
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| 关 键 词： | 严平稳遍历序列 ARMA(p q)模型 强相合性 |
Estimation of ARMA(p,q) model under left censoring |
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| ZHOU Yue-jin,CHEN Gui-jing.Estimation of ARMA(p,q) model under left censoring[J].Pure and Applied Mathematics,2010,26(1):79-83. |
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| Authors: | ZHOU Yue-jin CHEN Gui-jing |
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| Institution: | 1.School of Science;Anhui University of Science and Technology;Huainan 232001;China;2.School of Mathematical Science;Anhui University;Hefei 230039;China |
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| Abstract: | Under left censoring of observation datas,we use K-M method to construct estimators of the mean and the autocovariance functions of the strictly stationary and ergodic process {X_t}.Then,the parameters' estimators of ARMA(p,q) model are obtained,and the strong consistency of these estimators is derived. |
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| Keywords: | strictly stationary and ergodie process ARMA(p q) model strong consistency |
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