ESTIMATION OF ARMA MODELS

被引:30
作者
HANNAN, EJ [1 ]
机构
[1] AUSTRALIAN NATL UNIV,INST ADVANCED STUDIES,DEPT STATISTICS,POB 4,CANBERRA 2600,AUSTRALIA
关键词
D O I
10.1214/aos/1176343200
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
收藏
页码:975 / 981
页数:7
相关论文
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[2]   IDENTIFICATION OF VECTOR MIXED AUTOREGRESSIVE-MOVING AVERAGE SYSTEMS [J].
HANNAN, EJ .
BIOMETRIKA, 1969, 56 (01) :223-&
[3]  
Hannan J., 2013, TECH NOTE, V43153
[4]  
KENDALL MG, 1973, TIME SERIES ANALYSIS
[5]  
MACDUFFEE CC, 1956, THEORY MATRICES
[6]  
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