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
收藏
页码：961 / 971
页数：11
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