ESTIMATION OF NONSTATIONARY ARMAX MODELS BASED ON THE HANNAN-RISSANEN METHOD

被引：37

作者：

HUANG, DW

LEI, G

机构：

[1] AUSTRALIAN NATL UNIV,QUT,SCH MATH,CANBERRA,ACT 2601,AUSTRALIA

[2] BEIJING UNIV,BEIJING,PEOPLES R CHINA

来源：

ANNALS OF STATISTICS | 1990年 / 18卷 / 04期

关键词：

D O I：

10.1214/aos/1176347875

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：1729 / 1756

页数：28

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