INVERSES OF SOME PATTERNED MATRICES ARISING IN THEORY OF STATIONARY TIME SERIES

被引：62

作者：

GALBRAITH, RF ^{[1
]}

GALBRAITH, JI ^{[1
]}

机构：

[1] UCL, LONDON, ENGLAND

来源：

关键词：

D O I：

10.2307/3212583

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：63 / 71

页数：9

共 6 条

[1]

Box George E. P, 1970, J AM STAT ASS

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SIDDIQUI, MM .

ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :585-588

WALKER, AM .

[5]

Whittle P, 1951, HYPOTHESIS TESTING T

[6] THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION [J].

WISE, J .