CONSISTENCY PROPERTIES OF LEAST-SQUARES ESTIMATES OF AUTOREGRESSIVE PARAMETERS IN ARMA MODELS

被引：53

作者：

TIAO, GC ^{[1
]}

TSAY, RS ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,DEPT STAT,PITTSBURGH,PA 15213

来源：

ANNALS OF STATISTICS | 1983年 / 11卷 / 03期

关键词：

D O I：

10.1214/aos/1176346252

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

收藏

页码：856 / 871

页数：16

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