NESTED REDUCED-RANK AUTOREGRESSIVE MODELS FOR MULTIPLE TIME-SERIES

被引：91

作者：

AHN, SK ^{[1
]}

REINSEL, GC ^{[1
]}

机构：

[1] UNIV WISCONSIN,DEPT STAT,MADISON,WI 53706

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1988年 / 83卷 / 403期

关键词：

D O I：

10.2307/2289316

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：849 / 856

页数：8

共 13 条

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[7] VECTOR LINEAR TIME SERIES MODELS [J].

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[9] DISCOUNTED POLYNOMIALS FOR MULTIPLE TIME-SERIES MODEL-BUILDING [J].

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[10]

REINSEL G, 1983, BIOMETRIKA, V70, P145

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