PREDICTION OF MULTIVARIATE TIME-SERIES BY AUTOREGRESSIVE MODEL-FITTING

被引：159

作者：

LEWIS, R ^{[1
]}

REINSEL, GC ^{[1
]}

机构：

[1] UNIV WISCONSIN, MADISON, WI 53706 USA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1985年 / 16卷 / 03期

关键词：

D O I：

10.1016/0047-259X(85)90027-2

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：393 / 411

页数：19

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