| ARMA过程的小波特征 |
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| 引用本文： | 夏学文,唐述君.ARMA过程的小波特征[J].湖南工程学院学报(社会科学版),1996(2). |
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| 作者姓名： | 夏学文 唐述君 |
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| 基金项目： | 中国科学院数学所开放基金，高校青年骨干教师基金，湖南省教委科研基金资助 |
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| 摘 要： | 本文分析了由具有二阶矩的ARMA过程的小波特征,把时序模型与小波变换结合起来,得到一些新结果。
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| 关 键 词： | ARMA过程 时序分析 小波分析 小波变换 |
WAVELET ALTERNATION CHARACTERISTIC OF ARMA PROCESSES WITH TWO-ORDER MOMENT |
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| Xia Xuewen Tang shujun.WAVELET ALTERNATION CHARACTERISTIC OF ARMA PROCESSES WITH TWO-ORDER MOMENT[J].Journal of Hunan Institute of Engineering(Social Science Edition),1996(2). |
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| Authors: | Xia Xuewen Tang shujun |
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| Institution: | Xia Xuewen Tang shujun |
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| Abstract: | In this paper, we analyse wavelet alternation characteristic of ARMA processes with two-order moment. We analyse the Hilbert space of two order moment processes, study its wavelet alternation, we study time series model with waveletanalysis methods, and obtain some new results. |
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| Keywords: | ARMA processes time series analysis wavelet analysis wavelet alternation |
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