THE EVALUATION OF CERTAIN QUADRATIC-FORMS OCCURRING IN AUTOREGRESSIVE MODEL-FITTING

被引:7
作者
BHANSALI, RJ
机构
关键词
D O I
10.1214/aos/1176345695
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:121 / 131
页数:11
相关论文
共 23 条
[1]  
Akhiezer N. I., 1961, THEORY LINEAR OPERAT, VI
[2]   ESTIMATION FOR AUTOREGRESSIVE MOVING AVERAGE MODELS IN TIME AND FREQUENCY DOMAINS [J].
ANDERSON, TW .
ANNALS OF STATISTICS, 1977, 5 (05) :842-865
[4]  
BAXTER G, 1963, ILLINOIS J MATH, V7, P97
[5]   CONSISTENT AUTOREGRESSIVE SPECTRAL ESTIMATES [J].
BERK, KN .
ANNALS OF STATISTICS, 1974, 2 (03) :489-502
[6]  
BHANSALI RJ, 1980, BIOMETRIKA, V67, P551
[7]   LINEAR PREDICTION BY AUTOREGRESSIVE MODEL FITTING IN TIME DOMAIN [J].
BHANSALI, RJ .
ANNALS OF STATISTICS, 1978, 6 (01) :224-231
[8]  
Brillinger D. R., 1975, TIME SERIES DATA ANA
[9]   INVERSE AUTOCORRELATIONS OF A TIME SERIES AND THEIR APPLICATIONS [J].
CLEVELAND, WS .
TECHNOMETRICS, 1972, 14 (02) :277-+
[10]   EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS [J].
DURBIN, J .
BIOMETRIKA, 1959, 46 (3-4) :306-316