ON THE NEARLY NONSTATIONARY SEASONAL TIME-SERIES

被引：7

作者：

CHAN, NH ^{[1
]}

机构：

[1] INDIANA UNIV,DEPT MATH,BLOOMINGTON,IN 47405

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1989年 / 17卷 / 03期

关键词：

D O I：

10.2307/3315523

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：279 / 284

页数：6

共 50 条

[1] THE PARAMETER INFERENCE FOR NEARLY NONSTATIONARY TIME-SERIES
CHAN, NH
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1988, 83 (403) : 857 - 862
[2] DISCRIMINATING BETWEEN NONSTATIONARY AND NEARLY NONSTATIONARY TIME-SERIES MODELS - A SIMULATION STUDY
ANDERSON, OD
DEGOOIJER, JG
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1992, 41 (03) : 265 - 280
[3] A NOTE ON ASYMPTOTIC POWER CALCULATIONS IN NEARLY NONSTATIONARY TIME-SERIES
SWENSEN, AR
[J]. ECONOMETRIC THEORY, 1993, 9 (04) : 659 - 667
[4] TESTING FOR NONSTATIONARY PARAMETER SPECIFICATIONS IN SEASONAL TIME-SERIES MODELS
HASZA, DP
FULLER, WA
[J]. ANNALS OF STATISTICS, 1982, 10 (04): : 1209 - 1216
[5] MAXIMUM-LIKELIHOOD TYPE ESTIMATION FOR NEARLY NONSTATIONARY AUTOREGRESSIVE TIME-SERIES
COX, DD
LLATAS, I
[J]. ANNALS OF STATISTICS, 1991, 19 (03): : 1109 - 1128
[6] SEGMENTATION OF NONSTATIONARY TIME-SERIES
ISHII, N
IWATA, A
SUZUMURA, N
[J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1979, 10 (08) : 883 - 894
[7] MODELING OF NONSTATIONARY TIME-SERIES
PRASAD, SN
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1984, 18 (02) : 236 - 237
[8] NONSTATIONARY TIME-SERIES IDENTIFICATION
CHEN, HF
GUO, L
[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 1989, 17 (8-9) : 1247 - 1258
[9] NONSTATIONARY TIME-SERIES AND COINTEGRATION
PHILLIPS, PCB
[J]. JOURNAL OF APPLIED ECONOMETRICS, 1995, 10 (01) : 87 - 94
[10] DISCRIMINATION IN STATIONARY AND NONSTATIONARY TIME-SERIES
GERSCH, W
[J]. ADVANCES IN APPLIED PROBABILITY, 1980, 12 (02) : 314 - 315

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