PARSIMONIOUS PARAMETERIZATION OF VECTOR AUTOREGRESSIVE MOVING AVERAGE MODELS

被引：22

|

作者：

TSAY, RS

机构：

来源：

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1989年 / 7卷 / 03期

关键词：

D O I：

10.2307/1391530

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：327 / 341

页数：15

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