摘要
对一类非正态误差的AR模型，在待定阶数P的情况下，给出误差项中未知实函数依概率有界的定理，可把非正态误差转化为正态情况。最后运用正态误差下AR模型的方法确定阶数和参数，并给出一个算例。
For the AR model of a class of non-normal errors, in the case of p-order to be determined, we propose a theorem that the unknown function in errors is probability bounded. Under certain conditions the non-normal error can be turned into a normal situation. Finally, the AR model in normal errors is used to determine the order and parameter, and an example is given.
出处
《装甲兵工程学院学报》
2009年第1期87-90,共4页
Journal of Academy of Armored Force Engineering
关键词
AR模型
误差
非正态
定阶
依概率有界
AR model
error
non-normal
order determination
bounded in probability
