ESTIMATION FOR 1ST-ORDER AUTOREGRESSIVE PROCESSES WITH POSITIVE OR BOUNDED INNOVATIONS

被引：33

作者：

DAVIS, RA

MCCORMICK, WP

机构：

[1] UNIV CALIF SAN DIEGO,LA JOLLA,CA 92093

[2] UNIV GEORGIA,DEPT STAT,ATHENS,GA 30602

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1989年 / 31卷 / 02期

关键词：

D O I：

10.1016/0304-4149(89)90090-2

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：237 / 250

页数：14

共 14 条

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