ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS

被引：374

作者：

Mann, H. B.

Wald, A.

机构：

来源：

关键词：

D O I：

10.2307/1905674

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：173 / 220

页数：48

共 4 条

[1] Distribution of the serial correlation coefficient [J].

Anderson, RL .

ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :1-13

[2] Probability and statistics [J].

Doob, J. L. .

Haavelmo, Trygve .

[4] Serial correlation and quadratic forms in normal variables [J].

Koopmans, T .

ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :14-33