非线性时间序列建模的异方差混合双AR模型-控制理论与应用.PDFVIP

23 6 Vol. 23 No. 6 2006 12 Control Theory Applications Dec. 2006 :2006 AR , , (1. , 710072; 2. , 100080; 3. , 710089) : (heteroscedastic mixture double- autoregressive model, HMDAR), HMDAR, ECM (expectation conditional maximization) , BIC(Bayes information criterion) . HMDAR , HMDAR , , HMDAR. : ; ;