| ARMA模型平稳解存在性问题的一些研究 |
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| 引用本文： | 马新生,胡文玉,翁瑾,刘县明.ARMA模型平稳解存在性问题的一些研究[J].南昌大学学报(理科版),2009,33(3):1. |
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| 作者姓名： | 马新生 胡文玉 翁瑾 刘县明 |
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| 作者单位： | 南昌大学数学系； |
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| 基金项目： | 江西省自然科学基金，南昌大学研究生创新专项资金资助项目 |
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| 摘 要： | ARMA模型是现代时间序列分析中最为常用的模型之一,在科学研究和工程系统中具有广泛的运用。AR-MA模型使用的前提条件是,建立的时间序列是由一个零均值的平稳随机过程所产生的,即其存在性能够得到保证。基于此,详细讨论了所有情形下AR模型及ARMA模型平稳解的存在性条件,然后将
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| 关 键 词： | AR模型 渐进平稳解 时序模型 ARMA模型 平稳解 |
Some Results on the Existence of Stationary Solutions to ARMA Models |
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| MA Xin-sheng,HU Wen-yu,WENG Jin,LIU Xian-ming.Some Results on the Existence of Stationary Solutions to ARMA Models[J].Journal of Nanchang University(Natural Science),2009,33(3):1. |
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| Authors: | MA Xin-sheng HU Wen-yu WENG Jin LIU Xian-ming |
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| Institution: | Department of Mathematics;Nanchang University;Nanchang 330031;China |
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| Abstract: | ARMA model is one of the most common models in the modern time series analysis which is widely used in scientific researches and engineering systems.However,the precondition of applying ARMA model is that the established time-series model must be generated from a zero-mean and stationary stochastic process,say,the existence of the solution to the ARMA model.Based on this,the existence of the stationary solutions to ARMA model and AR model is studied in detail firstly,and then the sufficient conditions for t... |
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| Keywords: | time-series model ARMA model AR model stationary solution asymptotic stationary solution |
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