论文信息 - Note concerning the Akaike and Hannan estimation procedures for an autoregressive-moving average process - 字舞流文

Note concerning the Akaike and Hannan estimation procedures for an autoregressive-moving average process

Robert Kohn | R. Kohn

[1] D. F. Nicholls,et al. The efficient estimation of vector linear time series models , 1976 .

[2] H. Akaike. Maximum likelihood identification of Gaussian autoregressive moving average models , 1973 .