FINITE-SAMPLE PROPERTIES OF ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS

被引：93

作者：

ANSLEY, CF ^{[1
]}

NEWBOLD, P ^{[1
]}

机构：

[1] UNIV ILLINOIS,URBANA,IL 61801

来源：

关键词：

D O I：

10.1016/0304-4076(80)90013-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：159 / 183

页数：25

共 21 条

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