MA(q)模型的经验欧式似然估计的强相合性  

Strong Consistency of Empirical Euclidean Likelihood in MA(q) Model

作　　者：崔文艳[1] 李同荣[1] 

机构地区：[1]滨州学院数学系,山东滨州256603

出　　处：《枣庄学院学报》2014年第5期57-59,共3页Journal of Zaozhuang University

摘　　要：构造了一类MA(q)模型的经验欧式似然比统计量,利用拉格朗日乘子法,得到了参数的经验欧式似然估计,并在一定条件下进一步讨论参数估计的强相合性.In this paper, empirical Euclidean likelihood ratio statistics are constructed for MA（q） model, empirical Euclidean likelihood estimator is given with Lagrange methods of multiplier, and their strong consistency is established under suitable conditions.

关 键 词：MA(q)模型 经验欧式似然 相合性 

分 类 号：O212.7[理学—概率论与数理统计]