RECURSIVE COMPUTATION OF M-ESTIMATES FOR THE PARAMETERS OF A FINITE AUTOREGRESSIVE PROCESS

被引：11

作者：

CAMPBELL, K

机构：

来源：

关键词：

D O I：

10.1214/aos/1176345785

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：442 / 453

页数：12

共 22 条

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