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Dynamic A strom Theorem

Tan Heliang(College of Mechanical and Automotive Engineering, Hunan Univ,410082,Changsha,P R China)  
The independence of the generalized least squares error and the probability distribution of the loss function under the condition that the order of the ARMAmodel is not less than the true order of the system is studied and the F-test method of the steady model is extended to the ARMA model. It has been demonstrated by simulation that the extension is successful.
【CateGory Index】: O213.9
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