IDENTIFICATION OF DYNAMIC REGRESSION (DISTRIBUTED LAG) MODELS CONNECTING 2 TIME-SERIES

被引：161

作者：

HAUGH, LD

BOX, GEP

机构：

[1] UNIV VERMONT,PROGRAM STAT,BURLINGTON,VT 05401

[2] UNIV WISCONSIN,DEPT STAT,MADISON,WI 53706

来源：

关键词：

D O I：

10.2307/2286919

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：121 / 130

页数：10

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Box G.E.P., 1976, TIME SERIES ANALYSIS

[4] COMMENTS ON A PAPER OF COEN, GOMME AND KENDALL [J].

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NEWBOLD, P .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-GENERAL, 1971, 134 :229-&

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[7]

GRANGER CWJ, 1976, FRONTIERS QUANTITATI, V3

[8]

Hannan J., 2013, TECH NOTE, V43153

HAUGH, LD .

[10]

HAUGH LD, 1972, THESIS U WISCONSIN