ESTIMATION OF MIXED REGRESSION, AUTOREGRESSION, MOVING AVERAGE, AND DISTRIBUTED LAG MODELS

被引：20

作者：

HANNAN, EJ ^{[1
]}

NICHOLLS, DF ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,CANBERRA,AUSTRALIA

来源：

关键词：

D O I：

10.2307/1913183

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：529 / 547

页数：19

共 8 条

HANNAN, EJ .

[2] ESTIMATION OF MIXED MOVING AVERAGE AUTOREGRESSIVE SYSTEMS [J].

HANNAN, EJ .

[3] THE ESTIMATION OF RELATIONSHIPS INVOLVING DISTRIBUTED LAGS [J].

HANNAN, EJ .

[4]

HANNAN EJ, 1963, TIME SERIES ANALYSIS

[5]

KENDALL MG, 1967, ADVANCED THEORY STAT, V2

WALKER, AM .

[7]

Walker AM., 1964, J AUSTR MATH SOC, V4, P363

[8]

[No title captured]