MIXED AUTOREGRESSIVE-MOVING AVERAGE EXPONENTIAL SEQUENCE AND POINT PROCESS (EARMA 1,1)

被引：62

作者：

JACOBS, PA

LEWIS, PAW

机构：

[1] STANFORD UNIV,STANFORD,CA 94305

[2] USN,POSTGRAD SCH,MONTEREY,CA 93940

来源：

关键词：

D O I：

10.2307/1425818

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：87 / 104

页数：18

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[5]

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Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[7]

GAVER DP, TO BE PUBLISHED

[8]

JACOD J, 1971, ANN I H POINCARE B, V7, P83

[9] EXPONENTIAL MOVING-AVERAGE SEQUENCE AND POINT PROCESS (EMA1) [J].

LAWRANCE, AJ ;

LEWIS, PAW .

[10]

LEWIS PN, TO BE PUBLISHED