ON USE OF NON-GAUSSIAN PROCESS IN IDENTIFICATION OF A LINEAR DYNAMIC SYSTEM

被引：13

作者：

AKAIKE, H

机构：

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1966年 / 18卷 / 03期

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D O I：

10.1007/BF02869534

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：

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页码：269 / &

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[1] ON THE STATISTICAL ESTIMATION OF FREQUENCY-RESPONSE FUNCTION
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[2] NOTE ON HIGHER ORDER SPECTRA
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[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1966, 18 (01) : 123 - &
[3] AKAIKE H, 1965, ANNALS, V17, P113
[4] Akaike H., 1964, ANN I STATIST MAT S3, P5
[5] IDENTIFIABILITY OF A LINEAR RELATION BETWEEN VARIABLES WHICH ARE SUBJECT TO ERROR
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[J]. ECONOMETRICA, 1950, 18 (04) : 375 - 389