INVERSE OF COVARIANCE MATRIX FOR AN AUTOREGRESSIVE-MOVING AVERAGE PROCESS

被引：19

作者：

SHAMAN, P ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213

来源：

BIOMETRIKA | 1973年 / 60卷 / 01期

关键词：

D O I：

10.2307/2334921

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：193 / 196

页数：4

共 50 条

[1] APPROXIMATE INVERSE FOR COVARIANCE MATRIX OF MOVING AVERAGE AND AUTOREGRESSIVE PROCESSES
SHAMAN, P
[J]. ANNALS OF STATISTICS, 1975, 3 (02): : 532 - 538
[2] EVALUATION OF THE COVARIANCE-MATRIX FOR THE MAXIMUM-LIKELIHOOD ESTIMATOR OF A GAUSSIAN AUTOREGRESSIVE-MOVING AVERAGE PROCESS
GODOLPHIN, EJ
UNWIN, JM
[J]. BIOMETRIKA, 1983, 70 (01) : 279 - 284
[3] THE ASYMPTOTIC-DISTRIBUTION OF THE SAMPLE INVERSE AUTOCORRELATIONS OF AN AUTOREGRESSIVE-MOVING AVERAGE PROCESS
HOSKING, JRM
[J]. BIOMETRIKA, 1980, 67 (01) : 223 - 226
[4] NOTE ON ESTIMATION OF PARAMETERS OF AUTOREGRESSIVE-MOVING AVERAGE PROCESS
COOPER, DM
THOMPSON, R
[J]. BIOMETRIKA, 1977, 64 (03) : 625 - 628
[5] ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIVE-MOVING AVERAGE PROCESS
陈兆国
[J]. Acta Mathematicae Applicatae Sinica, 1985, (01) : 37 - 44
[6] A METHOD FOR TESTING THE ORDER OF AN AUTOREGRESSIVE-MOVING AVERAGE PROCESS
GODOLPHIN, EJ
[J]. BIOMETRIKA, 1980, 67 (03) : 699 - 703
[7] METHODS FOR DETERMINING THE ORDER OF AN AUTOREGRESSIVE-MOVING AVERAGE PROCESS - A SURVEY
DEGOOIJER, JG
ABRAHAM, B
GOULD, A
ROBINSON, L
[J]. INTERNATIONAL STATISTICAL REVIEW, 1985, 53 (03) : 301 - 329
[8] ALGORITHM FOR THE EXACT LIKELIHOOD OF A MIXED AUTOREGRESSIVE-MOVING AVERAGE PROCESS
ANSLEY, CF
[J]. BIOMETRIKA, 1979, 66 (01) : 59 - 65
[9] THE EXPONENTIAL AUTOREGRESSIVE-MOVING AVERAGE EARMA(P,Q) PROCESS
LAWRANCE, AJ
LEWIS, PAW
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1980, 42 (02): : 150 - 161
[10] NOTE ON AUTOREGRESSIVE-MOVING AVERAGE IDENTIFICATION
HANNAN, EJ
[J]. BIOMETRIKA, 1979, 66 (03) : 672 - 674

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