BASIC PROPERTIES AND PREDICTION OF MAX-ARMA PROCESSES

被引：79

作者：

DAVIS, RA ^{[1
]}

RESNICK, SI ^{[1
]}

机构：

[1] CORNELL UNIV,DEPT OPERAT RES & IND ENGN,ITHACA,NY 14853

来源：

ADVANCES IN APPLIED PROBABILITY | 1989年 / 21卷 / 04期

关键词：

D O I：

10.2307/1427767

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：781 / 803

页数：23

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