误差为MA(q)序列线性模型回归参数的近似M估计

Approximate M-estimates of Parameters in Linear Model with MA(q) Noise

    摘要
  • 摘要: 本文在文献的基础上,定义了误差为MA(q)序列时线性模型回归参数的近似M估计并在一定条件下证明了估计的相容性。

     

    Abstract: In this paper, we define an approximate M-estimates for linear model parameters in noise having a moving average on the basis of paper 1. The consistency of the estimates is proved under some conditions.

     

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