讨论了泛函系统自回归模型(Functional Coefficient Autoregressive,FAR)的异常点诊断问题,并运用极值理论给出了FAR模型几个异常点诊断统计量 ..
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functional-coefficient linear autoregressive model 函数系数线性自回归模型
A global smoothing method based on polynomial splines is used to estimate the coefficient functions in functional-coefficient linear autoregressive models.
基于多项式样条全局光滑方法，建立函数系数线性自回归模型中系数函数的样条估计。
In this paper, a random coefficient functional autoregressive model is proposed and the sufficient condition of the geometric ergodicity is obtained.
提出了随机系数泛函自回归模型，得到了几何遍历性的充分条件。
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