| 混合自回归模型(MAR)的谱分析 |
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| 作者单位： | 吉首大学师范学院 湖南吉首416000 |
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| 摘 要： | 针对MAR模型导出其自协方差函数的递推关系式及计算谱密度的算法,从而从理论上解决了这一模型的谱分析问题.
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| 关 键 词： | 混合自回归模型 自协方差函数 谱分析 |
Spectral Analysis of Mixture Autoregressive Model |
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| LI Hong-yi. Spectral Analysis of Mixture Autoregressive Model[J]. Journal of Huaihua University, 2007, 0(2) |
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| Authors: | LI Hong-yi |
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| Abstract: | This paper derived the recursive formula of autocovariance function and a three-stage algorithm of computing spectral density of MAR model,thus we solved spectral analysis problem of MAR model. |
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| Keywords: | mixture autoregressive model autocovariance function spectral analysis |
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