ROBUSTNESS OF DESIGN AGAINST AUTO-CORRELATION IN TIME .2. OPTIMALITY, THEORETICAL AND NUMERICAL RESULTS FOR THE 1ST-ORDER AUTOREGRESSIVE PROCESS

被引:17
作者
BICKEL, PJ
HERZBERG, AM
SCHILLING, MF
机构
[1] UNIV LONDON IMPERIAL COLL SCI & TECHNOL,DEPT MATH,LONDON SW7 2AZ,ENGLAND
[2] UNIV SO CALIF,DEPT MATH,LOS ANGELES,CA 90007
关键词
D O I
10.2307/2287582
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
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页码:870 / 877
页数:8
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