INDEPENDENCE AND SPHERICITY TESTS FOR THE RESIDUALS OF SPACE-TIME ARMA MODELS

被引：16
作者：
PFEIFER, PE
DEUTSCH, SJ
机构：
来源：
COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION | 1980年 / 9卷 / 05期
关键词：
D O I：
10.1080/03610918008812172
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：
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页码：533 / 549
页数：17
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