SOME RECENT ADVANCES IN TIME SERIES MODELING

被引：201

作者：

PARZEN, E

机构：

[1] SUNY BUFFALO, DIV STATISTICAL SCI, BUFFALO, NY 14260 USA

[2] STANFORD UNIV, STANFORD, CA USA

来源：

关键词：

D O I：

10.1109/TAC.1974.1100733

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：723 / 730

页数：8

共 12 条

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[3]

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[4]

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CLEVELAND, WS .

[7] ESTIMATION OF INNOVATION VARIANCE OF A STATIONARY TIME SERIES [J].

DAVIS, HT ;

JONES, RH .

[8]

GRENANDER U, 1957, STATISTICAL ANALYSIS

[9]

KROMER RE, 1969, THESIS STANFORD U

[10] ESTIMATION OF MODELS OF AUTOREGRESSIVE SIGNAL PLUS WHITE NOISE [J].

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