Smoothing non-Gaussian time series with autoregressive structure

被引：0
|
作者：
Grunwald, Gary K. [1 ]
Hyndman, Rob J. [2 ]
机构：
[1] Dept. of Prev. Med. and Biometrics, School of Medicine B-119, University of Colorado, 4200 E. 9th Avenue, Denver, CO 80262, United States
[2] Department of Mathematics, Monash University, Clayton, Vic. 3168, Australia
来源：
Computational Statistics and Data Analysis | 1998年 / 28卷 / 02期
关键词：
This work was supported by Australian Research Council grant No. SG6935488. The authors are grateful to Kais Hamza and Geoff Laslett for several helpful discussions;
D O I：
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学科分类号：
摘要：
42
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页码：171 / 191
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