DISTRIBUTION OF THE RESIDUAL CROSS-CORRELATION IN UNIVARIATE ARMA TIME-SERIES MODELS

被引:26
作者
MCLEOD, AI
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D O I
10.2307/2286410
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 ;
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页码:849 / 855
页数:7
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