ESTIMATION FOR AUTOREGRESSIVE PROCESSES WITH UNIT ROOTS

被引：69

作者：

HASZA, DP ^{[1
]}

FULLER, WA ^{[1
]}

机构：

[1] IOWA STATE UNIV SCI & TECHNOL,DEPT STAT,AMES,IA 50010

来源：

关键词：

D O I：

10.1214/aos/1176344793

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：1106 / 1120

页数：15

共 12 条

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HEYDE, CC .

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Mann, H. B. ;

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RAO MM, 1961, ANN MATH STAT, V32, P195, DOI 10.1214/aoms/1177705151