[1]陈浩球,汪凤泉,王海斌.USDBL的平稳条件、谱密度及最优线性预报[J].东南大学学报(自然科学版),1993,23(3):63-72.[doi:10.3969/j.issn.1001-0505.1993.03.010]
 Chen Haoqiu,Wang Fengquan,Wang Haibin.Stationary Conditions, Spectral Density and the Best Linear Predictors for Upper Sub-Diagonal Bilinear Time Series Models[J].Journal of Southeast University (Natural Science Edition),1993,23(3):63-72.[doi:10.3969/j.issn.1001-0505.1993.03.010]
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USDBL的平稳条件、谱密度及最优线性预报()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
23
期数:
1993年第3期
页码:
63-72
栏目:
数学、物理学、力学
出版日期:
1993-05-20

文章信息/Info

Title:
Stationary Conditions, Spectral Density and the Best Linear Predictors for Upper Sub-Diagonal Bilinear Time Series Models
作者:
陈浩球汪凤泉王海斌
东南大学数学力学系; 东南大学数学力学系
Author(s):
Chen Haoqiu Wang Fengquan Wang Haibin
Doparrtment of Mathematics and Mechanics
关键词:
双线性 传递函数 谱密度 线性预报/平稳性
分类号:
O211.61
DOI:
10.3969/j.issn.1001-0505.1993.03.010
摘要:
本文针对上次对角双线性时序模型(简记为USDBL(p,q,r))进行研究.在输入为正态白噪声的假定下,通过广义传递函数得到了该模型平稳性的充分必要条件,并计算了输出序列的谱密度函数.证明了该模型的二阶特性与一个线性平稳ARMA模型相似,最后给出了该模型的最优化线性预报方法.

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更新日期/Last Update: 2013-04-20