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《Pure and Applied Mathematics》 2010-01
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Estimation of ARMA(p,q)model under left censoring

ZHOU Yue-jin~1,CHEN Gui-jing~2 (1.School of Science,Anhui University of Science and Technology,Huainan 232001,China; 2.School of Mathematical Science,Anhui University,Hefei 230039,China)  
Under left censoring of observation datas,we use K-M method to construct estimators of the mean and the autocovariance functions of the strictly stationary and ergodic process {X_t}.Then,the parameters' estimators of ARMA(p,q) model are obtained,and the strong consistency of these estimators is derived.
【Fund】: 安徽省高等学校自然科学基金(KJ2009B118Z);; 安徽理工大学青年基金(QN200720)
【CateGory Index】: O212.1
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