APPROXIMATE INVERSE FOR COVARIANCE MATRIX OF MOVING AVERAGE AND AUTOREGRESSIVE PROCESSES

被引：25

作者：

SHAMAN, P ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,DEPT STATISTICS,PITTSBURGH,PA 15213

来源：

关键词：

D O I：

10.1214/aos/1176343085

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：532 / 538

页数：7

共 21 条

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