PROPERTIES OF PREDICTORS IN MISSPECIFIED AUTOREGRESSIVE TIME-SERIES MODELS

被引：54

作者：

KUNITOMO, N ^{[1
]}

YAMAMOTO, T ^{[1
]}

机构：

[1] YOKOHAMA NATL UNIV,FAC ECON,YOKOHAMA,KANAGAWA 240,JAPAN

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1985年 / 80卷 / 392期

关键词：

D O I：

10.2307/2288558

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：941 / 950

页数：10

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