ESTIMATION OF PARAMETERS IN ONE CLASS OF NONNEGATIVE LINEAR PROCESS

XU WEN-YUAN ;DU JIN-GUAN;WU YOU-GUI

Journal of Systems Science and Mathematical Sciences ›› 1992, Vol. 12 ›› Issue (3) : 240-249.

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Journal of Systems Science and Mathematical Sciences ›› 1992, Vol. 12 ›› Issue (3) : 240-249. DOI: 10.12341/jssms08679
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ESTIMATION OF PARAMETERS IN ONE CLASS OF NONNEGATIVE LINEAR PROCESS

  • XU WEN-YUAN (1);DU JIN-GUAN(2);WU YOU-GUI(3)
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Abstract

A class of general non-negative linear process is proposed.The procedure of estimating its(in particular,ARMA(p,q),s)parameters is made by solving a group of linear equations.The strong consistency of estimators is obtained.Finally some open problems are presented andwill be solved in another paper.

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XU WEN-YUAN , DU JIN-GUAN , WU YOU-GUI. ESTIMATION OF PARAMETERS IN ONE CLASS OF NONNEGATIVE LINEAR PROCESS. Journal of Systems Science and Mathematical Sciences, 1992, 12(3): 240-249 https://doi.org/10.12341/jssms08679
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