时变参数ARMA模型
基于1个网页-相关网页
Generalized time-varying ARMA model 广义时变ARMA模型
·2,447,543篇论文数据，部分数据来源于NoteExpress
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.
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。
youdao
应用推荐
模块上移
模块下移
不移动