ESTIMATION FOR AUTOREGRESSIVE MOVING AVERAGE MODELS IN TIME AND FREQUENCY DOMAINS

被引：33

作者：

ANDERSON, TW

机构：

[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305

[2] UNIV LONDON,LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND

来源：

ANNALS OF STATISTICS | 1977年 / 5卷 / 05期

关键词：

D O I：

10.1214/aos/1176343942

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：842 / 865

页数：24

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