SMALL SAMPLE EFFECTS IN TIME-SERIES ANALYSIS - A NEW ASYMPTOTIC THEORY AND A NEW ESTIMATE

被引：68

作者：

DAHLHAUS, R

机构：

来源：

关键词：

D O I：

10.1214/aos/1176350838

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：808 / 841

页数：34

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