ROBUST INTERVAL ESTIMATION OF INNOVATION VARIANCE OF AN ARMA MODEL

成果类型:
Article
署名作者:
DAVIS, WW
署名单位:
Carnegie Mellon University
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/aos/1176343893
发表日期:
1977
页码:
700-708
关键词: