ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS

被引:225
作者
ANDERSON, TW
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1959年 / 30卷 / 03期
关键词
D O I
10.1214/aoms/1177706198
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
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页码:676 / 687
页数:12
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[3]   THE LIMITING DISTRIBUTION OF THE SERIAL-CORRELATION COEFFICIENT IN THE EXPLOSIVE CASE [J].
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