ESTIMATION FOR PARTIALLY NONSTATIONARY MULTIVARIATE AUTOREGRESSIVE MODELS

被引：160

作者：

AHN, SK ^{[1
]}

REINSEL, GC ^{[1
]}

机构：

[1] UNIV WISCONSIN,DEPT STAT,MADISON,WI 53706

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1990年 / 85卷 / 411期

关键词：

D O I：

10.2307/2290020

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：813 / 823

页数：11

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