基于谱的MA(q)模型拟合优度判定系数
A spectral based coefficient of determination for the fit of an MA(q) model
Ruhr University Bochum（波鸿鲁尔大学）
AI总结：
提出基于谱的判定系数，衡量MA(q)模型对平稳过程谱密度的拟合优度，并建立渐近正态性、假设检验及最小阶数选择方法。
摘要：
我们开发了一种基于谱的判定系数，用于衡量平稳过程的谱密度被MA($q$)模型类表示的程度。利用基于周期图的估计量，我们建立了渐近正态性，推导了MA($q$)假设的检验，并构造了确定达到规定近似质量的最小阶数$q$的程序。
英文摘要：
We develop a spectral based coefficient of determination to measure how well the spectral density of a stationary linear process is represented by the class of MA($q$) models. Using periodogram-based estimators, we establish asymptotic normality, derive tests for the MA($q$) hypothesis, and construct procedures for determining the smallest order $q$ achieving a prescribed approximation quality.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
