MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES AND ITS APPLICATION TO ANALYSIS OF AUTOREGRESSIVE MOVING AVERAGE PROCESSES

被引：302
作者：
AKAIKE, H [1 ]
机构：
[1] INST STATISTICAL MATH,TOKYO,JAPAN
来源：
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1974年 / 26卷 / 03期
关键词：
D O I：
10.1007/BF02479833
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：363 / 387
页数：25
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