SOME EXACT RESULTS ON THE SAMPLE AUTOCOVARIANCES OF A SEASONAL ARIMA MODEL

被引:5
作者
LATOUR, A
ROY, R
机构
[1] UNIV QUEBEC,DEPT MATH & INFORMAT,MONTREAL H3C 3P8,QUEBEC,CANADA
[2] UNIV MONTREAL,DEPT INFORMAT & RECH OPERAT,MONTREAL H3C 3J7,QUEBEC,CANADA
来源
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1987年 / 15卷 / 03期
关键词
D O I
10.2307/3314918
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
收藏
页码:283 / 291
页数:9
相关论文
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