本文利用最小二乘估计给出噪声为ARMA序列线性模型中时变参数估计，并讨论了估计量的相容性问题。

In this paper we get the estimation of time-varying parameters in linear regression model with ARMA noise by the least square method and discuss the consistency of the estimation at the same time.

youdao

本文利用最小二乘估计给出噪声为ARMA序列线性模型中时变参数估计，并讨论了估计量的相容性问题。

In this paper we get the estimation of time-varying parameters in linear regression model with ARMA noise by the least square method and discuss the consistency of the estimation at the same time.

youdao