[1]王海斌,韦博成,陈浩球.LSDBL(p,q,r)模型的频域分析[J].东南大学学报(自然科学版),2001,31(1):15-19.[doi:10.3969/j.issn.1001-0505.2001.01.004]
 Wang Haibin,Wei Bocheng,Chen Haoqiu.Spectral Analysis of Lower-Sub-Diagonal Bilinear Models[J].Journal of Southeast University (Natural Science Edition),2001,31(1):15-19.[doi:10.3969/j.issn.1001-0505.2001.01.004]
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LSDBL(p,q,r)模型的频域分析()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
31
期数:
2001年第1期
页码:
15-19
栏目:
数学、物理学、力学
出版日期:
2001-01-20

文章信息/Info

Title:
Spectral Analysis of Lower-Sub-Diagonal Bilinear Models
作者:
王海斌 韦博成 陈浩球
东南大学应用数学系,南京 210096
Author(s):
Wang Haibin Wei Bocheng Chen Haoqiu
Department of Applied Mathematics,Southeast University,Nanjing 210096)
关键词:
双线性 自协方差 互协方差 双互协方差 谱密度 互谱密度 双互谱密度
Keywords:
bilinear auto-covariance cross-covariance bi-cross-covariance spectral density cross-spectral density bi-cross-spectral density
分类号:
O211.61
DOI:
10.3969/j.issn.1001-0505.2001.01.004
摘要:
针对下次对角双线性(LSDBL)模型进行研究,计算出了该模型的自协方差函数、 互协方差函数和双互协方差函数,在此基础上得到了该模型的谱密度、 互谱密度和双互谱密度.由于该类模型的双谱密度难于求出,本文用双互谱来分析其非线性性质.
Abstract:
Lower-sub-diagonal bilinear model is studied. The authors compute auto-covariance, cross-covariance and bi-cross-covariance and obtain spectral density, cross-spectral density and bi-cross-spectral density for LSDBL model.

参考文献/References:

[1] Grander C W J,Anderson A P.An introduction to bilinear time series models.Gottingen:Vandenhoeck and Ruprecht,1978
[2] Subba Rao T,Gabr M M.A test for linearity of stationary time series.J Time Ser Anal,1980,1(2):145~158
[3] Subba Rao T,Gabr M M.An introduction to bispectral analysis and bilinear time series.In:Brillinge D,ed.Lecture Notes in Statistics.New York:Springer Verlag,1984.280
[4] Sesay S A O,Subba Rao T.Yule-walker type difference equations for higher-order moments and cumulants for bilinear time series models.J Time Ser Anal,1988,9(2):385~401
[5] Sesay S A O,Subba Rao T.Difference equations for higher-order moments and cumulants for bilinear time series model BL(p,0,p,1).J Time Ser Anal,1991,12:159~177
[6] 范金城,陈绍忠.双线性BL(p,1,p,1)模型参数的高阶矩估计.工程数学学报,1997,14(3):31~36
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[8] Terdik G,Subba Rao T.On Wiener-Ito representation and the best linear prediction for bilinear time series.J Appl Prob,1989,26:274~286
[9] 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,东南大学学报,1993,23(3):63~72
[10] 王海斌,陈浩球.USDBL的双互协方差及双互谱密度,东南大学学报,1994,24(2):47~52

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[2]王海斌,陈浩球.USDBL的双互协方差及双互谱密度[J].东南大学学报(自然科学版),1994,24(2):47.[doi:10.3969/j.issn.1001-0505.1994.02.008]
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备注/Memo

备注/Memo:
作者简介:王海斌,男,1968年生,博士研究生.
基金项目:国家自然科学基金(19631040)和江苏省科学基金(BK99002)资助项目.
更新日期/Last Update: 2001-01-20