INFERENCE ABOUT MULTIVARIATE MEANS FOR A NONSTATIONARY AUTOREGRESSIVE MODEL

被引：11

作者：

BYRNE, PJ ^{[1
]}

ARNOLD, SF ^{[1
]}

机构：

[1] PENN STATE UNIV,DEPT STAT,UNIVERSITY PK,PA 16802

来源：

关键词：

D O I：

10.2307/2288195

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：850 / 855

页数：6

共 11 条

[1] REPEATED MEASUREMENTS ON AUTOREGRESSIVE PROCESSES [J].

ANDERSON, TW .

[2]

Anderson TW., 1958, INTRO MULTIVARIATE S

[3]

BYRNE PJ, 1981, THESIS PENNSYLVANIA

[4] ANTE-DEPENDENCE ANALYSIS OF AN ORDERED SET OF VARIABLES [J].

GABRIEL, KR .

ANNALS OF MATHEMATICAL STATISTICS, 1962, 33 (01) :201-&

[5]

JORESKOG KG, 1970, BRIT J MATH STAT PSY, V23, P121

[6]

KULLBACK S, 1959, INFORMATION THEORY S

LAWLEY, DN .

[8] ANALYSIS OF A SINGLE SAMPLE OF REPEATED MEASUREMENTS [J].

MORRISON, DF .

[9]

Sherfling R., 1980, WILEY SERIES PROBABI, DOI 10.1002/9780470316481

[10]

[No title captured]