LINEAR PREDICTION OF ARMA PROCESSES WITH INFINITE VARIANCE

被引：48

作者：

CLINE, DBH ^{[1
]}

BROCKWELL, PJ ^{[1
]}

机构：

[1] COLORADO STATE UNIV,DEPT STAT,FT COLLINS,CO 80523

来源：

关键词：

D O I：

10.1016/0304-4149(85)90030-4

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：281 / 296

页数：16

共 12 条

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[5]

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[6]

CLINE DBH, 1983, 8324 U BRIT COL TECH

[7]

FULLER WA, 1976, INTRO STATISTICAL TI

[8] AUTOREGRESSIVE PROCESSES WITH INFINITE VARIANCE [J].

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KANTER, M .

[9]

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

[10]

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