LOWER BOUNDS FOR MINIMUM COVARIANCE MATRICES IN TIME-SERIES REGRESSION PROBLEMS

被引：7

作者：

YLVISAKER, N

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1964年 / 35卷 / 01期

关键词：

D O I：

10.1214/aoms/1177703759

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：362 / &

共 9 条

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[3]

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HAJEK J, 1956, CZECHOSLOVAK MATH J, V0006, P00094

[6]

Mann HB, 1954, SANKHYA, V13, P351

[7]

OLKIN, 1958, ANN MATH STATIST, V29, P226

[8] AN APPROACH TO TIME-SERIES ANALYSIS [J].

PARZEN, E .

ANNALS OF MATHEMATICAL STATISTICS, 1961, 32 :951-&

[9]

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