SPECTRAL FACTORIZATION OF NONSTATIONARY MOVING AVERAGE PROCESSES

被引：14

作者：

HALLIN, M

机构：

来源：

ANNALS OF STATISTICS | 1984年 / 12卷 / 01期

关键词：

D O I：

10.1214/aos/1176346400

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

页码：172 / 192

页数：21

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