| 二维一阶TAR模型系数估计的渐近正态性 |
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| 引用本文： | 江燕. 二维一阶TAR模型系数估计的渐近正态性[J]. 广州师院学报, 1995, 0(1): 83-85 |
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| 作者姓名： | 江燕 |
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| 作者单位： | 东莞理工学院，广东511700 |
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| 摘 要： | 本文讨论了二维一队门限自回归模型系数的最小二乘估计，并通过模型所构成的Markov链的遍历性，得到了此估计的渐近正态性。
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| 关 键 词： | 门限自回归 渐近正态性 TAR模型 系数估计 最小二乘估计 Markov链 |
Asymptotic Normality of Estimates of Coefficints for 2-Dimensional TAR Models |
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| Jiang Yan. Asymptotic Normality of Estimates of Coefficints for 2-Dimensional TAR Models[J]. , 1995, 0(1): 83-85 |
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| Authors: | Jiang Yan |
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| Affiliation: | Dongguan Institute of Technology 511700 |
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| Abstract: | In this paper, we consider the least square estimates of the coefficints for 2-dimentional and 1-order TAR models. By studying the ergodicity of the Markov chain formed by the models,the asymptotic normality of the estimates are given. |
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| Keywords: | Threshold Autoregressive Asymptotic Normality |
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