计算误差和观测误差对ARMA序列似然函数的影响  

The Influence of Numerical and Observational Errors on the Likelihood of an ARMA Seriest

作　　者：吴诚鸥[1,2] 王卫群 

机构地区：[1]南京气象学院 [2]加州大学圣巴巴拉分校

出　　处：《福州大学学报（自然科学版）》1996年第5期20-25,共6页Journal of Fuzhou University(Natural Science Edition)

摘　　要：似然函数的Ａｌｉ算法和新息算法用矩阵表示并给出误差分析．Matrix notations and error analysis for calculating the reduced likelihood are set up for Ali′s and the innovations algorithum.Formalae are established describing how the round-off and observational errors influence the reduced likelihood function.Error bounds are set up for Ali′s method and innovations algorithum.

关 键 词：ARMA序列 误差分析 似然函数 测量误差 

分 类 号：P207[天文地球—测绘科学与技术]