首页 期刊 数学季刊 Geometric Properties of AR(q) Nonlinear Regression Models 【正文】

Geometric Properties of AR(q) Nonlinear Regression Models

作者:LIUYing-ar; WEIBo-cheng DepartmentofMathematics; SoutheastUniversity; Nanjing210096; China
非线性衰退模型   几何学   道具   衰退参数   信息矩阵  

摘要:This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on the weighted inner product by fisher information matrix. Several geometric properties related to statistical curvatures are given for the models. The results of this paper extended the work of Bates & Watts(1980,1988)[1.2] and Seber & Wild (1989)[3].

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