ESTIMATION OF NONSTATIONARY ARMAX MODELS BASED ON THE HANNAN-RISSANEN METHOD

被引：36
|
作者：
HUANG, DW
LEI, G
机构：
[1] AUSTRALIAN NATL UNIV,QUT,SCH MATH,CANBERRA,ACT 2601,AUSTRALIA
[2] BEIJING UNIV,BEIJING,PEOPLES R CHINA
来源：
ANNALS OF STATISTICS | 1990年 / 18卷 / 04期
关键词：
D O I：
10.1214/aos/1176347875
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：1729 / 1756
页数：28
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