ON ADAPTIVE ESTIMATION IN STATIONARY ARMA PROCESSES

被引：177

|

作者：

KREISS, JP

机构：

来源：

ANNALS OF STATISTICS | 1987年 / 15卷 / 01期

关键词：

D O I：

10.1214/aos/1176350256

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：112 / 133

页数：22

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