ARMA序列MA参数G-M估计的强相合性  

The Strong Consistency of Estimation of MA Parameters of ARMA Sequence

作　　者：陈伏兵[1] 

机构地区：[1]淮阴师范学院,江苏淮阴223001

出　　处：《应用概率统计》1999年第2期135-140,共6页Chinese Journal of Applied Probability and Statistics

摘　　要：文献［１］给出了ＡＲＭＡ序列ＭＡ参数的Ｇ－Ｍ估计，并证明了估计的渐近正态性．本文证明了这种估计的强相合性．In this paper we prove the strong consistency of G-M estimation of MA parameters of ARMA sequence, which is raised and its asymptotic normality are discussed in [l].

关 键 词：G-M估计 强相合性 ARMA序列 参数估计 

分 类 号：O211.67[理学—概率论与数理统计] O212.1[理学—数学]