簡單雙線性時間序列模型之譜域分析

Abstract

本論文針對穩定性簡單雙線性模型,藉二階周期圖的漸近常態性質, 最大 化近似似然函數,求得參數估計值,並說明在大樣本時,參數估計值有漸近 不偏和漸近常態分配的性質,最後模擬上述性質 . This thesis introduces a frequency-domain method ofstimation of the parameters of simple bilinear models -- basedmaximum likelihood function , and assciates asymptotic theoryecond- order periodogram . The estimators are asymptoticallysed and asymptotically normally distribution . Finally ,tion aspects of the properties are also included .