[1]李荆垠,徐南荣.由时变ARMA模型描述的一类非平稳时间序列的特性[J].东南大学学报(自然科学版),1989,19(2):75-82.[doi:10.3969/j.issn.1001-0505.1989.02.011]
　Li Jingyin Xu Nanrong (College of Management).The Characteristics of Nonstationary Time Series Described by Time-varying ARMA Models[J].Journal of Southeast University (Natural Science Edition),1989,19(2):75-82.[doi:10.3969/j.issn.1001-0505.1989.02.011]
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由时变ARMA模型描述的一类非平稳时间序列的特性()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
19
期数:
1989年第2期
页码:
75-82
栏目:
本刊信息
出版日期:
1989-03-20

文章信息/Info

Title:
The Characteristics of Nonstationary Time Series Described by Time-varying ARMA Models
作者:
李荆垠; 徐南荣
东南大学管理学院； 东南大学管理学院
Author(s):
Li Jingyin Xu Nanrong (College of Management)
关键词:
时间序列分析;  时变;  ARMA(自回归滑动)模型
Keywords:
time series analysis;  time varying;  ARMA (autoregressive moving average) models
分类号:
+
DOI:
10.3969/j.issn.1001-0505.1989.02.011
摘要:
本文从线性系统和时间序列的关系出发,分析了由一般线性时变模型,特别是时变系数的ARMA模型所描述的非平稳时间序列的特性。
Abstract:
In this paper, the relation between the linear systems and time series is discussed, and the properties of nonstationary time series described by time-varying linear models, especially by ARM A models with time-varying coefficients, are investigated.

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更新日期/Last Update: 2013-04-30