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

页码：283 / 291

页数：9

共 17 条

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[4]

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[9] THE ASYMPTOTIC-DISTRIBUTION OF THE SAMPLE AUTOCORRELATIONS FOR AN INTEGRATED ARMA PROCESS [J].

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[10] TESTING FOR NONSTATIONARY PARAMETER SPECIFICATIONS IN SEASONAL TIME-SERIES MODELS [J].

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FULLER, WA .

ANNALS OF STATISTICS, 1982, 10 (04) :1209-1216

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