ON DISTRIBUTION OF SOME STATISTICS USEFUL IN ANALYSIS OF JOINTLY STATIONARY TIME SERIES

被引：20

作者：

WAHBA, G

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1968年 / 39卷 / 06期

关键词：

D O I：

10.1214/aoms/1177698017

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：1849 / &

共 9 条

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[2] ANDERSON TW, INTRODUCTION MULTIVA
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GOODMAN, NR
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (01): : 152 - &
[4] GRENANDER U, TOEPLITZ FORMS THEIR
[5] DISTRIBUTIONS OF MATRIX VARIATES + LATENT ROOTS DERIVED FROM NORMAL SAMPLES
JAMES, AT
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (02): : 475 - &
[6] CLASSICAL STATISTICAL-ANALYSIS BASED ON A CERTAIN MULTIVARIATE COMPLEX GAUSSIAN DISTRIBUTION
KHATRI, CG
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (01): : 98 - 114
[7] KOOPMANS LH, 1965, ANN MATH STATIST, V35, P1765
[8] ROSENBLATT M, P S TIME SERIES A ED
[9] WAHBA G, TO BE PUBLISHED