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第六章
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第六章. ARMA 模型的参数估计. 本章结构. 模型的参数估计 模型的参数估计 模型的参数估计. §6.1 模型的参数估计. ARMA 模型的参数顾及. Yule-Walker 估计. Yule-Walker 估计. Yule-Walker 估计的相合性. Yule-Walker 估计的相合性. Yule-Walker 估计的相合性. 最小二乘估计. 依概率有界. 最小二乘估计与 Y-W 估计的比较. 最小二乘估计与 Y-W 估计的比较. 最小二乘估计与 Y-W 估计的比较.
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第六章
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