ESTIMATION OF INNOVATION GENERALIZED VARIANCE OF A MULTIVARIATE STATIONARY TIME-SERIES

被引：11

作者：

JONES, RH ^{[1
]}

机构：

[1] UNIV COLORADO,DEPT BIOMETRICS,DENVER,CO 80220

来源：

关键词：

D O I：

10.2307/2285319

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：386 / 388

页数：3

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[8] ESTIMATION OF INNOVATION VARIANCE OF A STATIONARY TIME SERIES [J].

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JONES, RH .

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[10] SPECTRUM ESTIMATION WITH MISSING OBSERVATIONS [J].

JONES, RH .