CENTRAL LIMIT THEOREMS FOR TIME SERIES REGRESSION

被引:77
作者
HANNAN, EJ [1 ]
机构
[1] AUSTRALIAN NATL UNIV,RES SCH SOCIAL SCI,CANBERRA 2600,AUSTRALIA
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1973年 / 26卷 / 02期
关键词
D O I
10.1007/BF00533484
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
收藏
页码:157 / 170
页数:14
相关论文
共 10 条
[1]   MARTINGALE CENTRAL LIMIT THEOREMS [J].
BROWN, BM .
ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01) :59-&
[2]  
EICKER F, 1965, 5TH P BERK S, V1, P59
[3]  
Gordin M. I., 1969, SOV MATH DOKL, V10, P1174
[4]   NON-LINEAR TIME SERIES REGRESSION [J].
HANNAN, EJ .
JOURNAL OF APPLIED PROBABILITY, 1971, 8 (04) :767-&
[5]  
HANNAN EJ, TO BE PUBLISHED
[6]  
Hannan J., 2013, TECH NOTE, V43153
[7]  
Ibragimov I., 1971, INDEPENDENT STATIONA
[8]  
Rozanov Y.A., 1967, STATIONARY RANDOM PR
[9]  
SCOTT DJ, TO BE PUBLISHED
[10]  
[No title captured]