基于秩方法的TAM估计
2003-04-15分类号:O212
【部门】南京大学
【摘要】TAM model is a kind of nonlinear time series models which is growing popularity.In this paper,a kind of robust estimators called rank estimators of the parameter of the TAM is proposed.we study the properties of such estimators and the asymptotic normality.
【关键词】TAM 秩估计 渐近正态性
【基金】
【所属期刊栏目】统计研究
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