摘要
首先将单元协方差平稳过程的沃尔德分解定理推广到n维协方差平稳向量过程然后讨论了协方差平稳向量过程在绝对可加滤子下的状态,给出了新过程可逆的一个充分条件,以及它的自协方差生成函数、谱函数,讨论了新过程基于历史创新的预测和反映系统动态变化的脉冲-响应函数的表示.
The Wold's decomposition law is generalized from 1-dimensional absolute summability and stationary time series to n-dimensional stationary vector process under absolute summability fliter and the conditions under which new process is to become a stationary vector process are given.
基金
安徽省高校青年教师基金资助项目(2002jql15)
