THE FINITE MEMORY PREDICTION OF COVARIANCE STATIONARY TIME-SERIES

被引：7

作者：

NEWTON, HJ

PAGANO, M

机构：

[1] HARVARD UNIV,BOSTON,MA 02115

[2] SIDNEY FARBER CANC INST,BOSTON,MA 02115

来源：

SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1983年 / 4卷 / 02期

关键词：

D O I：

10.1137/0904027

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：330 / 339

页数：10

共 50 条

[1] THE PREDICTION ERROR OF STATIONARY GAUSSIAN TIME-SERIES OF UNKNOWN COVARIANCE
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