CONSISTENT ESTIMATES OF AUTOREGRESSIVE PARAMETERS AND EXTENDED SAMPLE AUTO-CORRELATION FUNCTION FOR STATIONARY AND NONSTATIONARY ARMA MODELS

被引：156

作者：

TSAY, RS ^{[1
]}

TIAO, GC ^{[1
]}

机构：

[1] UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637

来源：

关键词：

D O I：

10.2307/2288340

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：84 / 96

页数：13

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