CANONICAL PARTIAL AUTOCORRELATION FUNCTION OF A MULTIVARIATE TIME-SERIES

被引：14

作者：

DEGERINE, S

机构：

来源：

ANNALS OF STATISTICS | 1990年 / 18卷 / 02期

关键词：

D O I：

10.1214/aos/1176347635

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：961 / 971

页数：11

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