AN INVARIANCE PROPERTY FOR THE MAXIMUM-LIKELIHOOD ESTIMATOR OF THE PARAMETERS OF A GAUSSIAN MOVING AVERAGE PROCESS

被引：5

作者：

GODOLPHIN, EJ

机构：

来源：

ANNALS OF STATISTICS | 1980年 / 8卷 / 05期

关键词：

D O I：

10.1214/aos/1176345146

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：1093 / 1099

页数：7

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