作　　者： (郝晓燕）;

机构地区： 晋中师范高等专科学校,山西晋中030600

出　　处： 《太原师范学院学报（自然科学版）》 2017年第2期15-16,共2页

摘　　要： 平稳序列是时间序列研究的主要内容,而平稳序列的统计特性在自协方差函数中可以得到充分体现,时间序列分析的重要特点之一是利用自协方差函数研究平稳时间序列的统计性质,而平稳序列的谱函数或谱密度与其自协方差函数有着非常密切的关系.即平稳序列的统计性质可以由其谱分布函数或谱密度函数刻画.文章主要研究了经过线性变换之后的平稳序列的谱密度与谱函数问题. The stationary series is the main content of the time series of research, and the statistical features of stationary sequence in the autocovariance function can be fully reflected, time series analysis using the autocovariance function is one of the important characteristics of statistical properties of the stationary time series, and a smooth sequence of spectral function or spectral density and its covariance function has a very close relationship. The statistical properties of the stationary series can be characterized by its spectral distribution function or spectral density function. To study the stationary series after a linear transform spectral function and the spectral density of the problem.

关 键 词： 平稳序列 谱密度 谱函数 自协方差函数