| 一类多维双重时序 AR(1)-MA(q) 模型的平稳性 |
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| 引用本文： | 谢新艳.一类多维双重时序 AR(1)-MA(q) 模型的平稳性[J].国防科技大学学报,1999,21(6):119-122. |
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| 作者姓名： | 谢新艳 |
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| 作者单位： | 国防科技大学系统工程与数学系!长沙410073 |
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| 摘 要： | 讨论了一类多维双重时序ＡＲ（１）－ＭＡ（ｑ）模型的二阶平稳性问题。通过导出一组线性方程组，给出了这类模型二阶平稳的显式充分条件和必要条件，为验证模型的二阶平稳性提供了一个可行的途径。
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| 关 键 词： | 双重时序模型 AR(1)-MA(q)模型 二阶平稳性 |
| 收稿时间： | 1999/2/20 0:00:00 |
The stationanrity of a Dimensional Doubly Stochastic AR(1)-MA(q) Model |
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| Xie Xinyan.The stationanrity of a Dimensional Doubly Stochastic AR(1)-MA(q) Model[J].Journal of National University of Defense Technology,1999,21(6):119-122. |
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| Authors: | Xie Xinyan |
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| Institution: | Department of Systems Engineering and Mathematics, NUDT, Changsha, 410073 |
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| Abstract: | This article discusses the second order stationarity of a dimensional doubly stochastic AR(1) MA(q) model.By developing a group of linear equations, the explicit necessary & sufficient conditions of the stationarity for this model have presented.lt is a feasible method to test the second order stationarity of this model. |
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| Keywords: | doubly stochastic time series model AR(1) MA(q) model second order stationarity |
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