DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN MULTIPLE AUTOREGRESSIVE SCHEMES

被引：60

作者：

CHITTURI, RV ^{[1
]}

机构：

[1] GM CORP,DETROIT,MI 48202

来源：

关键词：

D O I：

10.2307/2286165

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：928 / 934

页数：7

共 11 条

[1]

Anderson T., 1957, INTRO MULTIVARIATE S

[2]

BARTLETT MS, 1953, J ROY STAT SOC B, V15, P107

[3]

Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509

[4]

CHITTURI RV, 1972, THESIS NEW YORK U

[5] SOME PROBABILITY LIMIT THEOREMS WITH STATISTICAL APPLICATIONS [J].

DIANANDA, PH .

PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1953, 49 (02) :239-246

[6]

Hannan J., 2013, TECH NOTE, V43153

Mann, H. B. ;

Wald, A. .

[8]

QUENOUILLE MH, 1957, ANALYSIS MULTIPLE TI

[9]

RAO CR, 1965, LINEAR STATISTICAL I

[10]

WHITTLE P, 1953, J ROY STAT SOC B, V15, P125