ASYMPTOTIC DISTRIBUTIONS OF PREDICTION ERRORS AND RELATED TESTS OF FIT FOR NONSTATIONARY PROCESSES

被引：5

作者：

BASAWA, IV ^{[1
]}

机构：

[1] LA TROBE UNIV,BUNDOORA,VIC 3083,AUSTRALIA

来源：

关键词：

D O I：

10.1214/aos/1176350252

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：46 / 58

页数：13

共 15 条

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BASAWA, IV ;

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[3]

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[4]

BASAWA IV, 1979, STOCHASTIC PROCESS A, V9, P291

[5]

BASAWA IV, 1980, STATISTICAL INFERENC

[6]

BASAWA IV, 1983, LECTURE NOTES STATIS, V17

[7]

Box G.E.P., 1976, TIME SERIES ANAL

DION, JP .

[9] PROPERTIES OF PREDICTORS FOR AUTOREGRESSIVE TIME-SERIES [J].

FULLER, WA ;

HASZA, DP .

[10]

FULLER WA, 1976, INTRO STATISTICAL TI