RECURSIVE ESTIMATION BASED ON ARMA MODELS

被引：12

|

作者：

HANNAN, EJ

机构：

来源：

ANNALS OF STATISTICS | 1980年 / 8卷 / 04期

关键词：

D O I：

10.1214/aos/1176345069

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

收藏

页码：762 / 777

页数：16

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