ESTIMATION OF INNOVATION VARIANCE OF A STATIONARY TIME SERIES

被引：39

|

作者：

DAVIS, HT

JONES, RH

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1968年 / 63卷 / 321期

关键词：

D O I：

10.2307/2283835

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：

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页码：141 / &

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