ARMA序列无条件平方和Box－Jenkins算法的收敛性与误差  

CONVERGENCE AND ERROR ANALYSIS IN USING BOX-JENKINS ALGORITHM FOR SUM OF UNCONDITIONAL SQUARES OF AKMA SEKIES

作　　者：吴诚鸥[1] 王卫群 张荣庆 沈桐立[1] 

机构地区：[1]南京气象学院基础科学系

出　　处：《南京气象学院学报》1994年第3期341-346,共6页Journal of Nanjing Institute of Meteorology

基　　金：国家85-906-03课题资助

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。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.

关 键 词：ARMA序列 似然函数 收敛性 误差 

分 类 号：O211[理学—概率论与数理统计]