非白噪声干扰下的ARMA模型  

The ARMA Model under the Interference of Non-White Noise

作　　者：卢启兴[1] 

机构地区：[1]上海海运学院研究生部

出　　处：《上海海运学院学报》1993年第2期69-80,共12页Journal of Shanghai Maritime University

摘　　要：本文讨论了非白噪声以及退化情形下的ARMA模型平稳解的存在唯一性及谱系的表达,也讨论了与预报有关的解的{x_t}取值范围与{y_t}取值范围之间的关系。This paper discusses non-white noiso, the existence and uniqueness of the stationary solution of the ARMA model in vestigial conditions, and the expression of the spectral system. It also studies the relationship between the range of values of solution {X_+} in connection with forecast and that of {Y_+}.

关 键 词：时间序列分析 平稳过程 白噪声 

分 类 号：O211[理学—概率论与数理统计]