| 非白噪声干扰下的ARMA模型 |
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| 引用本文： | 卢启兴.非白噪声干扰下的ARMA模型[J].上海海事大学学报,1993(2). |
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| 作者姓名： | 卢启兴 |
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| 作者单位： | 上海海运学院研究生部 |
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| 摘 要： | 本文讨论了非白噪声以及退化情形下的ARMA模型平稳解的存在唯一性及谱系的表达,也讨论了与预报有关的解的{x_t}取值范围与{y_t}取值范围之间的关系。
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| 关 键 词： | 时间序烈分析 平稳过程 白噪声(数学) 谱密度 ARMA模型 谱函数 谱积分 谱系 |
The ARMA Model under the Interference of Non-White Noise |
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| Lu Qixing.The ARMA Model under the Interference of Non-White Noise[J].Journal of Shanghai Maritime University,1993(2). |
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| Authors: | Lu Qixing |
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| Abstract: | This paper discusses non-white noiso, the existence and uniqueness of the stationary solution of the ARMA model in vestigial conditions, and the expression of the spectral system. It also studies the relationship between the range of values of solution {X_+} in connection with forecast and that of {Y_+}. |
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| Keywords: | time series analysis stationary process white noise spectral density ARMA model spectral function spectral integral |
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