周期相关时间序列与周期自回归模型  

Periodically Correlated Time Series and Periodic Autoregressive Models

作　　者：韩苗[1] 周圣武[1] 

机构地区：[1]中国矿业大学理学院,江苏徐州221008

出　　处：《大学数学》2007年第4期99-103,共5页College Mathematics

摘　　要：介绍了周期相关时间序列和周期自回归模型,并研究了周期自回归时间序列的稳定性及周期性,得到了它为周期相关时间序列的一个充要条件,推广了文献[1]的结论.Periodically correlated time series and periodic autoregressive model are introduced. The stationarity and the periodicity of periodic autoregressive model are discussed, and it＇s necessary and sufficient conditions for periodically correlated time series are developed. The results given by the article [1] are generalized.

关 键 词：周期相关时间序列 周期自回归模型 稳定解 

分 类 号：O211.6[理学—概率论与数理统计]