THE ASYMPTOTIC-DISTRIBUTION OF THE SAMPLE AUTOCORRELATIONS FOR AN INTEGRATED ARMA PROCESS

被引:12
作者
HASZA, DP
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D O I
10.2307/2287457
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 ;
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页码:349 / 352
页数:4
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