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
收藏
页码：172 / 192
页数：21
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