MA(q)序列的均值估计误差分布的随机加权逼近  

Random Weighting Approximation for the Distribution of the Estimation Error of the Mean of MA(q) Series

作　　者：范金城[1] 梅长林[1] 

机构地区：[1]西安交通大学

出　　处：《工程数学学报》1991年第3期117-126,共10页Chinese Journal of Engineering Mathematics

摘　　要：本文讨论了MA(q)序列的均值估计误差分布的随机加权逼近的收敛速度,在相当一般的条件下,证明了其收敛速度可达到,其中n为样本容量。In this paper, we discuss the convergence rate of the random weighting approximation for the distribution of the estimation error of the mean of MA(q) series. Under the mild conditions, we have provedthat the convergence rate can reach o(1/n), where n is the sample size.

关 键 词：MA(q)序列 随机加权逼近 敛速 

分 类 号：O212.3[理学—概率论与数理统计]