PARAMETER-ESTIMATION IN LOW ORDER FRACTIONALLY DIFFERENCED ARMA PROCESSES

被引:14
作者
BOES, DC [1 ]
DAVIS, RA [1 ]
GUPTA, SN [1 ]
机构
[1] UNIV SO MAINE,DEPT MATH & STAT,PORTLAND,ME 04103
来源
STOCHASTIC HYDROLOGY AND HYDRAULICS | 1989年 / 3卷 / 02期
关键词
D O I
10.1007/BF01544075
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
引用
收藏
页码:97 / 110
页数:14
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