Estimation and Hypothesis Testing for Collections of Autoregressive Time Series
本文研究了多个自回归时间序列的估计与假设检验方法，适用于需要分析多组时间序列数据的统计或计量经济学研究者。
Journal Article Estimation and hypothesis testing for collections of autoregressive time series Get access A. AZZALINI A. AZZALINI Istituto di Statistica, Università di PadovaPadova, Italy Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 71, Issue 1, April 1984, Pages 85–90, https://doi.org/10.1093/biomet/71.1.85 Published: 01 April 1984 Article history Received: 01 April 1983 Revision received: 01 August 1983 Published: 01 April 1984