TESTING LINEAR HYPOTHESES IN AUTOREGRESSIONS

被引：15

|

作者：

KREISS, JP

机构：

来源：

ANNALS OF STATISTICS | 1990年 / 18卷 / 03期

关键词：

D O I：

10.1214/aos/1176347762

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

收藏

页码：1470 / 1482

页数：13

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