A NOTE ON REPARAMETERIZING A VECTOR AUTOREGRESSIVE MOVING AVERAGE MODEL TO ENFORCE STATIONARITY

被引：17

作者：

ANSLEY, CF ^{[1
]}

KOHN, R ^{[1
]}

机构：

[1] UNIV NEW S WALES,AUSTRALIAN GRAD SCH MANAGEMENT,KENSINGTON,NSW 2033,AUSTRALIA

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 1986年 / 24卷 / 02期

关键词：

D O I：

10.1080/00949658608810893

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：99 / 106

页数：8

共 12 条

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[8] SOME NEW ALGORITHMS FOR RECURSIVE ESTIMATION IN CONSTANT, LINEAR, DISCRETE-TIME SYSTEMS [J].

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