MO SERIES ANALYSIS AND ME SERIES ANALYSIS
WU Min-jin · Science in China Series A-Mathematics Physics Astronomy & Technological Science · 1986
In this paper, a kind of random-nonlinear model is established and the MO series with the ME series are led by the compound-order filtering. This modelprovides a new method of the time series analysis in theory, opens a prospect for its application. We shall discuss the statistical properties of both MO series and ME series. Theorems of their distribution are proven by a series of recurrent equations, and numcrical algorithms of these distributions are determined. The correlation properties of MO series are analyzed, three kinds of asymptotic distribution of the ME series are considered, and the distribution of a high-dimmensional ME series is given. In the meanwhile, some application of these series and their corresponding filterings to the image processing are briefly introduced.