DISTRIBUTION OF RESIDUAL AUTOCOVARIANCES AND PREDICTION MEAN-SQUARE ERROR PROPERTIES FOR THE MULTIVARIATE REDUCED RANK AUTOREGRESSIVE MODEL

被引：2

作者：

AHN, SK

REINSEL, GC

机构：

来源：

关键词：

D O I：

10.1080/03610928708829352

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：61 / 78

页数：18

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