REGRESSION ANALYSIS OF TIME SERIES WITH STATIONARY RESIDUALS

被引:11
作者
GRENANDER, U
ROSENBLATT, M
机构
关键词
D O I
10.1073/pnas.40.9.812
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
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页码:812 / 816
页数:5
相关论文
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[2]   ON THE ESTIMATION OF REGRESSION COEFFICIENTS IN THE CASE OF AN AUTOCORRELATED DISTURBANCE [J].
GRENANDER, U .
ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (02) :252-272
[3]  
GRENANDER U, 1954, T AM MATH SOC, V76, P112