APPROXIMATE INVERSE FOR COVARIANCE MATRIX OF MOVING AVERAGE AND AUTOREGRESSIVE PROCESSES
成果类型:
Note
署名作者:
SHAMAN, P
署名单位:
Carnegie Mellon University
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/aos/1176343085
发表日期:
1975
页码:
532-538
关键词: