ESTIMATION OF PARAMETERS OF A MULTIVARIATE MOVING AVERAGE MODEL FROM ESTIMATES OF THE INVERSE AUTOCOVARIANCE FUNCTION

被引：2

|

作者：

NAKANO, J

TAGAMI, S

机构：

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1987年 / 16卷 / 01期

关键词：

D O I：

10.1080/03610928708829357

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

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页码：181 / 192

页数：12

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