| 带噪声的 AR 模型的参数估计及定阶 |
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| 引用本文： | 姜礼平.带噪声的 AR 模型的参数估计及定阶[J].海军工程大学学报,1991(4). |
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| 作者姓名： | 姜礼平 |
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| 作者单位： | 海军工程学院训练部 |
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| 摘 要： | 本文讨论了带噪声情形下 AR 模型的参数估计及定阶问题,还给出了噪声模型的参数估计,并证明了它们的强相容性。
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| 关 键 词： | AR 模型 噪声 参数估计 定阶 强相容性 |
Estimation of Parameters and Order of AR Model with Additive Noise |
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| Jiang Liping.Estimation of Parameters and Order of AR Model with Additive Noise[J].Journal of Naval University of Engineering,1991(4). |
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| Authors: | Jiang Liping |
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| Institution: | Jiang Liping |
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| Abstract: | In this paper,we discussed the estimation of parameters and order of AR model with additive noise.Also we gave the estimation of parameters of noise model.The strong consistency of the estimate is proved. |
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| Keywords: | AR model Noise Estimation of parameters Estimation of order Strong consistency |
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