APPROXIMATIONS FOR STATIONARY COVARIANCE MATRICES AND THEIR INVERSES WITH APPLICATION TO ARMA MODELS

被引：20

作者：

SHAMAN, P ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,DEPT STATISTICS,PITTSBURGH,PA 15213

来源：

ANNALS OF STATISTICS | 1976年 / 4卷 / 02期

关键词：

D O I：

10.1214/aos/1176343408

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：292 / 301

页数：10

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