ESTIMATION OF PREDICTION ERROR VARIANCE

被引：38

作者：

HANNAN, EJ

NICHOLLS, DF

机构：

[1] AUSTRALIAN NATL UNIV,RES SCH SOCIAL STUDIES,DEPT STAT,CANBERRA 2600,ACT,AUSTRALIA

[2] AUSTRALIAN NATL UNIV,SCH GEN STUDIES,DEPT STAT,CANBERRA 2600,ACT,AUSTRALIA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1977年 / 72卷 / 360期

关键词：

D O I：

10.2307/2286470

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：834 / 840

页数：7

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[8] ESTIMATION OF INNOVATION GENERALIZED VARIANCE OF A MULTIVARIATE STATIONARY TIME-SERIES [J].

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