| 相关系数平稳序列的均值和方差的参数估计 |
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| 引用本文： | 王国富,桑红芳,朱琳.相关系数平稳序列的均值和方差的参数估计[J].数学理论与应用,2006,26(3):40-42. |
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| 作者姓名： | 王国富 桑红芳 朱琳 |
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| 作者单位： | 中南大学数学学院 长沙410075 |
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| 摘 要： | 文献1]提出了相关系数平稳过程并讨论了它的参数估计方法,其参数估计值采用了数值迭代法.本文在1]的基础上对一种特殊的相关系数平稳序列的均值和方差提出一种具体的解决方法,得到了确切的均值和方差的参数估计表达式.
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| 关 键 词： | 随机序列 相关系数平稳过程 极大似然估计 |
| 收稿时间： | 12 12 2005 12:00AM |
The Parameter Estimate of the Mean and Variance of the Correlation Coefficient Stationary Sequence |
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| Wang Guofu Sang Hongfang Zhu Lin.The Parameter Estimate of the Mean and Variance of the Correlation Coefficient Stationary Sequence[J].Mathematical Theory and Applications,2006,26(3):40-42. |
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| Authors: | Wang Guofu Sang Hongfang Zhu Lin |
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| Abstract: | M rfu find the correlation coefficient stationary process and give the method of the parameter estimate.He has the value by the method of iteration.The paper is devoted to the mean and variance of one kind of special correlation coefficient,and have the better precise effect. |
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| Keywords: | Random sequence Correlation coefficient stationary process Maximum likelihood estimate |
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