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ARMA

于 2010-06-01 发布 文件大小:1KB
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  该程序是对在已知和未知参数的情况下用最小二乘法估计观测数据的ARMA模型的AR参数的仿真。(The program is known and the unknown parameters in the case of observational data with least square method to estimate the ARMA model of AR parameters of simulation.)

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