LIKELIHOOD FUNCTION OF STATIONARY MULTIPLE AUTOREGRESSIVE MOVING AVERAGE MODELS

被引：119

作者：

HILLMER, SC ^{[1
]}

TIAO, GC ^{[1
]}

机构：

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

来源：

关键词：

D O I：

10.2307/2286987

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：652 / 660

页数：9

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