两指标线性平稳过程的样本自协方差估计的强相合速度
THE CONVERGENCE RATE OF STRONG CONSISTENCY OF THE SAMPLE AUTOCOVARIANCE ESTIMATION OF TWOPARAMETER LINEAR STATIONARY PROCESS
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摘要: 本文在条件弱于文献[1]的情况下,且在（m1,m2）→+∞的一般形式下,给出两条指标线性平稳过程的样本自协方差估计的强相合速度,同时也给出了两指标AR过程的Y-W估计的强相合速度.Abstract: As （m1,m2）→∞, the paper is to give strong consistency and its convergence rate of the sample autocovariance estimation of two-parameter linear stationary process. At the same time, strong consistency rate of Y-W estimation of two-parameter AR process is also given.
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