AUTOREGRESSIVE PROCESSES WITH INFINITE VARIANCE

被引：51

作者：

HANNAN, EJ

KANTER, M

机构：

[1] AUSTRALIAN NATL UNIV,CANBERRA 2600,ACT,AUSTRALIA

[2] UNIV NEW S WALES,KENSINGTON 2033,NEW S WALES,AUSTRALIA

来源：

关键词：

D O I：

10.2307/3213015

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：411 / 415

页数：5

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[4]

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[5]

Hannan J., 2013, TECH NOTE, V43153

[6] QUOTIENTS OF MOVING AVERAGE PROCESSES WITH INFINITE MEAN [J].

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[7]

Kanter M., 1974, Advances in Applied Probability, V6, P768, DOI 10.2307/1426192

MILLER, HD .

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