上次对角双线性时间序列模型的广义传递函数系统及平稳性条件  

GENERAL TRANSFER FUNCTIONS CONDITIONS FOR STATIONARITY OF UPPER SUB-DIAGONAL BILINEAR TIME SERIES MODELS

作　　者：陈浩球[1] 王海斌[1] 

机构地区：[1]东南大学数力系,南京210018

出　　处：《应用概率统计》1994年第2期202-208,共7页Chinese Journal of Applied Probability and Statistics

摘　　要：本文讨论了一类特殊的双线性时间序列模型,即上次对角欢线性时间序列模型,在输入为严格白噪声的假定下,利用多元Wiener-Ito积分,得到了该模型的广义传递函数及平稳性的充分必要条件。In this paper, we discuss a special kind of Upper Triangular Bilinear time series models, called as Upper Sub-Diagonal Biliner time series models (USDBL models). With multiple Wiener-It integrals, the general transfer function system of this model is constructed, the conditions for stationarity ia obtained in the end.

关 键 词：时间序列模型 广义传递函数 平稳性 

分 类 号：O211.61[理学—概率论与数理统计]