为避免您的误会,特别说明: 范剑青(Jianqing FAN)、姚琦伟(Qiwei YAO)老师2003年在《Nonlinear Time Series: Nonparametric and Parametric Methods》里第15页说:从观测数据里识别白噪声模式,当前还没有解决;真的需要加速有关的研究。“it is difficult in general to identify the ‘correct’ distribution function of the white noise from observed data. It is not surprising that the research in this direction has been surpassed by that on explicit models that typically express a random variable as a nonlinear function of its lagged values”。 我们是在工程意义下,把该问题限制到 only an independent and identically distributed white Gaussian noise 情况下的近似解。并且进一步限制在“噪声高频、信号低频”等目前小波去噪等工程方法的使用范围。不是一般情况的数学研究,我们不会搞纯理论。