ESTIMATION OF VECTOR ARMAX MODELS

被引：50

作者：

HANNAN, EJ

DUNSMUIR, WTM

DEISTLER, M

机构：

[1] MIT,CAMBRIDGE,MA 02139

[2] VIENNA TECH UNIV,A-1040 VIENNA,AUSTRIA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1980年 / 10卷 / 03期

关键词：

D O I：

10.1016/0047-259X(80)90050-0

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：275 / 295

页数：21

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[8] ASYMPTOTIC THEORY OF LINEAR TIME-SERIES MODELS [J].

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[9]

HANNAN EJ, 1979, J STOCH P APPL, V9, P281

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Hannan J., 2013, TECH NOTE, V43153

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