COVARIANCE-MATRIX OF A CONTINUOUS AUTOREGRESSIVE VECTOR TIME-SERIES

被引：6

|

作者：

FRANKLIN, JL

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1963年 / 34卷 / 04期

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D O I：

10.1214/aoms/1177703861

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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页码：1259 / &

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