ARMA模型广义偏相关函数估计的强收敛速度The Strong Convergence Rate of Estimations about the Generalized Partial Autocorrelation Function in ARMA Model
陈敏,张鸿秀
摘要(Abstract)：
本文证明了[1]提出的ARMA模型的广义偏相关函数估计和[2]提出的入函数和θ函数估计具有强收敛速度O(loglogT/T)~(1/2)
关键词(KeyWords)： ARMA 模型;广义偏相关函数;强收敛速度
基金项目(Foundation):
作者(Author): 陈敏,张鸿秀
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