| 振荡自回归模型设计矩阵阶的研究 |
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| 引用本文： | 杨丽.振荡自回归模型设计矩阵阶的研究[J].西北轻工业学院学报,2009,27(3):177-179,183. |
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| 作者姓名： | 杨丽 |
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| 作者单位： | 中北大学理学院,山西,太原,030051 |
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| 摘 要： | 通过对振荡自回归模型进行研究，给出了其设计矩阵的分解定理，也就是存在非奇异矩阵使得设计矩阵可以通过变换转化成对角矩阵，从而对振荡自回归模型设计矩阵阶的收敛性问题给出了答案，充实了相关文献中的结论．
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| 关 键 词： | 振荡自回归模型 设计矩阵 重对数律 |
STUDY ON ORDER OF DESIGN MATRICES FOR OSCILLATORY AUTOREGRESIVE MODELS |
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| YANG Li.STUDY ON ORDER OF DESIGN MATRICES FOR OSCILLATORY AUTOREGRESIVE MODELS[J].Journal of Northwest University of Light Industry,2009,27(3):177-179,183. |
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| Authors: | YANG Li |
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| Affiliation: | YANG Li (College of Science, North University of China, Taiyuan 030051, China) |
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| Abstract: | On the basis of studying oscillatory auto-regresive models, we obtain an important decomposition theorem about design matrix, that is, the design matrix can be transformed into diagonal matrix through non-singular matrix, then give an answer about the convergence on order of design matrices for oscillatory autoregresive models which enrichs the 1] in the conclusion. |
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| Keywords: | oscillatory autoregresive models design matrix iterated logarithm rates |
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