FIXED ACCURACY ESTIMATION OF AN AUTOREGRESSIVE PARAMETER

被引：76

作者：

LAI, TL ^{[1
]}

SIEGMUND, D ^{[1
]}

机构：

[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305

来源：

ANNALS OF STATISTICS | 1983年 / 11卷 / 02期

关键词：

D O I：

10.1214/aos/1176346154

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：478 / 485

页数：8

共 17 条

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ANNALS OF STATISTICS, 1983, 11 (01) :68-77

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