当观测值来自平稳自回归移动平均过程时样本自相关的分布

Distributions of the Sample Autocorrelations When Observations Are from a Stationary Autoregressive-Moving-Average Process

Journal of Business & Economic Statistics · 1984
被引 10
人大 AABS 4
时间序列分析计量经济学统计学自回归移动平均模型