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：

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

页码：363 / 387

页数：25

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