ESTIMATION OF INNOVATION VARIANCE OF A STATIONARY TIME SERIES

被引:39
作者
DAVIS, HT
JONES, RH
机构
关键词
D O I
10.2307/2283835
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:141 / &
相关论文
共 8 条
[1]  
ANDERSON RL, STATISTICAL THEORY R
[2]  
Bartlett M.S., 1954, PUBL I STAT U PARIS, V3, P119
[3]  
BARTLETT MS, 1946, J ROY STAT SOC B, V8, P128
[4]  
DAVIS HT, TABLES HIGHER MATHEM, V2
[5]  
EICKER F, 1963, ANNLS MATHEMATICAL S, V34, P437
[6]  
RAO CR, LINEAR STATISTICAL I
[7]  
WIENER N, EXTRAPOLATION INTERP
[8]   THE CUMULANTS OF THE Z-DISTRIBUTION AND OF THE LOGARITHMIC X2 AND TERT-DISTRIBUTIONS [J].
WISHART, J .
BIOMETRIKA, 1947, 34 (1-2) :170-178