WEIGHTED LEAST-SQUARES ESTIMATORS ON THE FREQUENCY-DOMAIN FOR THE PARAMETERS OF A TIME-SERIES

被引：25

作者：

CHIU, ST

机构：

来源：

ANNALS OF STATISTICS | 1988年 / 16卷 / 03期

关键词：

D O I：

10.1214/aos/1176350963

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：1315 / 1326

页数：12

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