ESTIMATION OF NONSTATIONARY ARMAX MODELS BASED ON THE HANNAN-RISSANEN METHOD
成果类型:
Article
署名作者:
HUANG, DW; LEI, G
署名单位:
Queensland University of Technology (QUT); Australian National University; Peking University
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/aos/1176347875
发表日期:
1990
页码:
1729-1756
关键词: