MIXED AUTOREGRESSIVE MOVING AVERAGE MULTIVARIATE PROCESSES WITH TIME-DEPENDENT COEFFICIENTS

被引：26

|

作者：

HALLIN, M

机构：

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1978年 / 8卷 / 04期

关键词：

D O I：

10.1016/0047-259X(78)90034-9

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：567 / 572

页数：6

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