| 收敛系统的性质 |
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| 引用本文： | 赵联文,刘海燕.收敛系统的性质[J].西南交通大学学报,1999,34(5):582-587. |
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| 作者姓名： | 赵联文 刘海燕 |
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| 作者单位： | 西南交通大学应用数学系!成都610031 |
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| 摘 要： | 离散时间收敛系统是研究离散时间线性模型渐近理论的重要工具。利用随机积分工具推广了离散时间收敛系统的概念，给出收敛系统的定义并获得了收敛系统的几个重要性质。
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| 关 键 词： | 随机变量 线性回归 离散时间系统 收敛系统 |
The Properties of Convergence System |
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| Zhao Lianwen,Liu Haiyan.The Properties of Convergence System[J].Journal of Southwest Jiaotong University,1999,34(5):582-587. |
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| Authors: | Zhao Lianwen Liu Haiyan |
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| Abstract: | Discrete time convergence system is an important tool for investigating the asymptotic theory of linear model in discrete time. Using stochastic integral theory, the concept of convergence system in discrete time is generalized, and convergence systems in discrete time and continuous time are unified in this paper. Meanwhile, the definition of convergence system is presented, and several important properties of convergence systems are obtained. |
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| Keywords: | convergence linear models random variables stochastic integral |
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