LINEAR PREDICTION OF ARMA PROCESSES WITH INFINITE VARIANCE

被引：45

作者：

CLINE, DBH ^{[1
]}

BROCKWELL, PJ ^{[1
]}

机构：

[1] COLORADO STATE UNIV,DEPT STAT,FT COLLINS,CO 80523

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1985年 / 19卷 / 02期

关键词：

D O I：

10.1016/0304-4149(85)90030-4

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：281 / 296

页数：16

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