右删失数据下的时间序列数据分析.pdfVIP

J. Sys. Sci. Math. Scis. 27(1) (2007, 2), 20–26 ∗ ( 100871) Æ {Xn } {Yn } {Xn } {Xn } AR(p) AR(p) EM MR(2000) 62G05 1 C C C C Æ C Xt t C Yt X ≤ Y X . t t t {X } {Y } {X (t)} t t Z = min(X , Y ), δ = I [X ≤ Y ], t = 1, 2, · · · , n. (1.1) t t t t t t (1.1) Xn+1 2 n {X } X (X , X ) F (x) = n−1 I [X ≤ x] t 1 1 k+1 n t t=1 n−k Fn,k (x, y) = n−1 I [Xt ≤ x, Xt+k ≤ y], I [A] A {Xn } t=1 γ (k) n 1 µ = xdF (x) = X , γ (k) = (x − X )(y − X )dF (dx, dy). n t n n n n,k n t=1 * (106001) Æ2006-9-29. 1 21 (1.1) µ, γ (k) F (x) = P (X1 ≤ x) Fk (x, y) = P (X1 ≤ x, Xk+1 ≤ y) n 1 Hn (x) = I [Zt ≤ x], n