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| 基于样本值为正数条件下的AR模型平稳性研究 | |
| 引用本文： | 李赛,周宪英,李彪.基于样本值为正数条件下的AR模型平稳性研究[J].海军航空工程学院学报,2009,24(4):472-474, 480. |
| 作者姓名： | 李赛 周宪英 李彪 |
| 作者单位： | 1. 海军航空工程学院,研究生管理大队,山东,烟台,264001 2. 92941部队,辽宁,葫芦岛,125000 3. 海军航空工程学院,基础部,山东,烟台,264001 |
| 摘 要： | 通过讨论一般情况下样本值为正的条件下的AR模型的稳定性，推导出模型的平稳性条件，从稳定性这个角度推出其与平稳性之间的一般关系，进而推广得到其他模型的平稳性条件。 |
| 关 键 词： | AR模型 格林函数 平稳性 渐进稳定性 |
On the Stability of the AR Model under the Condition of the Positive Value of the Sample |
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| LI Sai,ZHOU Xian-ying and LI Biaob.On the Stability of the AR Model under the Condition of the Positive Value of the Sample[J].Journal of Naval Aeronautical Engineering Institute,2009,24(4):472-474, 480. | |
| Authors: | LI Sai ZHOU Xian-ying and LI Biaob |
| Institution: | 1. Naval Aeronautical and Astronautical University a. Graduate Students＇Brigade： b. Department of Basic Sciences, Yantai Shandong264001, China; 2. The 92941st Unit ofPLA, Huludao Liaoning 125000, China) |
| Abstract: | Through the discussion of the stability of the AR model under the condition of the positive value of the sample in this paper, the conditions of the stability of the model was deduced. From this point of its stability, the generic relation between calming nature and stability was deduced. Then, the condition of calming nature of the other models also was gotten in this way. |
| Keywords: | AR model Green function stability gradual calming nature |
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