ROBUST INTERVAL ESTIMATION OF INNOVATION VARIANCE OF AN ARMA MODEL

被引：11

作者：

DAVIS, WW ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,DEPT STAT,PITTSBURGH,PA 15213

来源：

关键词：

D O I：

10.1214/aos/1176343893

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：700 / 708

页数：9

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