SPACE-TIME ARMA MODELING WITH CONTEMPORANEOUSLY CORRELATED INNOVATIONS

被引:28
作者
DEUTSCH, SJ [1 ]
PFEIFER, PE [1 ]
机构
[1] UNIV VIRGINIA,COLGATE DARDEN GRAD SCH,CHARLOTTESVILLE,VA 22906
关键词
D O I
10.2307/1268231
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:401 / 409
页数:9
相关论文
共 18 条
[1]  
Anderson TW., 1958, INTRO MULTIVARIATE S
[2]  
Bennett R.J., 1975, T PAPERS I BRIT GEOG, V66, P73
[3]  
Box G.E.P., 1976, TIME SERIES ANAL
[4]  
CLIFF AD, 1975, T I BRIT GEOGR, V66, P119
[5]  
MALINVAUD E, 1970, STATISTICAL METHODS
[6]  
MARTIN RL, 1975, T I BRIT GEOGR, V66, P95
[7]  
PERRY R, 1979, P AM STATISTICAL ASS
[8]  
PFEIFER PE, 1981, J R STAT SOC B, V43, P28
[9]  
PFEIFER PE, 1981, GEOGR ANAL, V13, P117
[10]   VARIANCE OF THE SAMPLE SPACE-TIME CORRELATION-FUNCTION OF CONTEMPORANEOUSLY CORRELATED VARIABLES [J].
PFEIFER, PE ;
DEUTSCH, SJ .
SIAM JOURNAL ON APPLIED MATHEMATICS, 1981, 40 (01) :133-136