【摘要】 从理论上研究了动态模型阶在不小于真阶的情况下，广义最小二乘残差的独立性问题及其损失函数的概念分布；并在观测噪声满足可表示性假设条件下，把稳态模型阶的Ｆ检验推广到动态．计算机仿真的结果表明，推广是成功的．更多还原

【Abstract】 The independence of the generalized least squares error and the probability distribution of the loss function under the condition that the order of the ARMAmodel is not less than the true order of the system is studied and the F-test method of the steady model is extended to the ARMA model. It has been demonstrated by simulation that the extension is successful.更多还原