PREDICTION TESTS FOR STRUCTURAL STABILITY

被引：8

作者：

LUTKEPOHL, H

机构：

来源：

关键词：

D O I：

10.1016/0304-4076(88)90059-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：267 / 296

页数：30

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[2]

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[5]

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[6]

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BHANSALI, RJ .

[8] LINEAR PREDICTION BY AUTOREGRESSIVE MODEL FITTING IN TIME DOMAIN [J].

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[9] ERROR OF PREDICTION OF A TIME SERIES [J].

BLOOMFIELD, P .

[10]

Bora-Senta E., 1980, Analysing Time Series. Proceedings of the International Conference, P93