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一类随机丢失值平稳序列的自协方差函数估计的渐近协方差
A Class Asymptotic Covariance of Autocovariance Estimation for Stationary Series with Random Missed Observation
【摘要】 本文给出按0-1分布规律丢失值的平稳序列自协方差函数估计的渐近协方差,其结界主要是公式(9)及(10),类似于通常的 Bartlett 公式。
【Abstract】 In this paper,we give estimated asymptotic covariance of autocovariance function of stationary series with missed value of 0—1 distribution.The results are formulas (9) and (10),which are similar to general bartlett’s formula.
- 【文献出处】 辽宁大学学报(自然科学版) ,Journal of Liaoning University(Natural Sciences Edition) , 编辑部邮箱 ,1986年02期
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