本文的目的在于，对于线性平稳时间序列的样本、自协方差、自相关和偏相关函数的渐近性质，给出一个比较系统的描述。
The aim of this paper is to give a systematic account of asymptotic properties of the sample autocovariance, autocorrelation and partial autocorrelation functions of linear stationary time series.
在高斯假定下得到非平稳时间序列的协方差矩阵的转移形式。对一个实际的地震过程进行的数字研究结果证明本文方法是有效的。
The transition of the covariance matrix of the nonstationary time series is obtained with Gaussian assumptions. An actual earthquake is studied by the method proposed and satisfactory res…
本文提出求解非平稳随机振动问题的一种新方法——协方差矩阵法。
This article established the covariance matrix method of non-stationary random vibration.
证明了该过程是宽平稳过程，均值与协方差均是遍历的；
Stationary of this processes are proved, Ergodicity of the mean and Covariance functions of this process is established;
证明了该过程是宽平稳过程，均值与协方差均是遍历的；
Stationary of this processes are proved, Ergodicity of the mean and Covariance functions of this process is established;
应用推荐