吉林大学学报（理学版）2011，Vol.49Issue(3)：447-451,5.
序约束下AR(2)模型参数的拟似然估计
Quasi-likelihood Estimation of Parameters in AR(2) Model under Order Restriction
摘要
Abstract
We studied the parameter estimation for AR (2) model under simple order restriction via quasilikelihood method. The strong consistency and asymptotic property of quasi-likelihood estimator α and the restriction quasi-likelihood estimator α* were discussed. Furthermore, we considered the problem of testing homogeneity of parameters against the simple order restriction, and also gave a simulation.关键词
拟似然估计/序约束/假设检验Key words
quasi-likelihood estimation/ order restriction/ hypothesis testing分类
数理科学引用本文复制引用
齐芯,王德辉..序约束下AR(2)模型参数的拟似然估计[J].吉林大学学报（理学版）,2011,49(3):447-451,5.基金项目
国家自然科学基金(批准号:10971081)和高等学校博士学科点专项科研基金(批准号:20070183023). （批准号:10971081）
