| 一类非正态误差下的AR模型定阶研究 |
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| 引用本文： | 李晓明,许世蒙,马润波.一类非正态误差下的AR模型定阶研究[J].装甲兵工程学院学报,2009,23(1):87-90. |
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| 作者姓名： | 李晓明 许世蒙 马润波 |
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| 作者单位： | 装甲兵工程学院,基础部,北京,100072 |
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| 摘 要： | 对一类非正态误差的AR模型，在待定阶数P的情况下，给出误差项中未知实函数依概率有界的定理，可把非正态误差转化为正态情况。最后运用正态误差下AR模型的方法确定阶数和参数，并给出一个算例。
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| 关 键 词： | AR模型 误差 非正态 定阶 依概率有界 |
Research on AR Model Order Determination in a Class of Non-normal Errors |
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| LI Xiao-ming,Xu Shi-meng,MA Run-bo.Research on AR Model Order Determination in a Class of Non-normal Errors[J].Journal of Armored Force Engineering Institute,2009,23(1):87-90. |
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| Authors: | LI Xiao-ming Xu Shi-meng MA Run-bo |
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| Institution: | (Department of Fundamental Courses, Academy of Armored Force Engineering, Beijing 100072, China) |
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| Abstract: | For the AR model of a class of non-normal errors, in the case of p-order to be determined, we propose a theorem that the unknown function in errors is probability bounded. Under certain conditions the non-normal error can be turned into a normal situation. Finally, the AR model in normal errors is used to determine the order and parameter, and an example is given. |
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| Keywords: | AR model error non-normal order determination bounded in probability |
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