| ARMA序列无条件平方和Box－Jenkins算法的收敛性与误差 |
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| 引用本文： | 吴诚鸥,王卫群,张荣庆,沈桐立.ARMA序列无条件平方和Box－Jenkins算法的收敛性与误差[J].南京气象学院学报,1994(3). |
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| 作者姓名： | 吴诚鸥 王卫群 张荣庆 沈桐立 |
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| 作者单位： | 南京气象学院基础科学系 |
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| 基金项目： | 国家85—906—03课题资助 |
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| 摘 要： | 给出ＡＲＭＡ序列无条件平方和Ｂｏｘ－Ｊｅｎｋｉｎｓ算法的矩阵表达式，并推出该算法收敛的充分条件和误差估计，同时给出一种减小误差的方法。
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| 关 键 词： | ARMA序列，似然函数，矩阵，收敛性 |
CONVERGENCE AND ERROR ANALYSIS IN USING BOX-JENKINS ALGORITHM FOR SUM OF UNCONDITIONAL SQUARES OF AKMA SEKIES |
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| Wu Chengou,Wang Weiqun,Zhang Rongqing.CONVERGENCE AND ERROR ANALYSIS IN USING BOX-JENKINS ALGORITHM FOR SUM OF UNCONDITIONAL SQUARES OF AKMA SEKIES[J].Journal of Nanjing Institute of Meteorology,1994(3). |
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| Authors: | Wu Chengou Wang Weiqun Zhang Rongqing |
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| Abstract: | Given in this article is a matrix form of the Box-Jenkins algorithm for the sum of unconditional squares of the ARMA series with the sufficient conditions for the convergence of thealgorithm and its error estimate derived.Besides,a method for error reduction is presented. |
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| Keywords: | ARMA series likelihood function matrix convergence |
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