IDENTIFICATION OF COMPOSITE (SIGMA+PI) ARMA MODELS BY RELATIVELY SIMPLER MODELS

被引:4
作者
SINGH, N
NIRMALAN, T
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D O I
10.1080/03610928908829951
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 ;
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页码:1067 / 1083
页数:17
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