ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT-Reference-Cited by-同舟云学术

ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT

Published:1981-03 Issue:2 Volume:2 Page:87-93
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J Time Series Analysis

Author:

Huzii Mituaki

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1981.tb00314.x/fullpdf

Reference3 articles.

1. M. Huzii Discussion on the paper "Linearity and nonlinearity in time series: Prediction" by Rosenblatt.42nd Session of the International Statistical Institute, to appear.

2. M. Rosenblatt Linearity and nonlinearity in time series: Prediction.42nd Session of the International Statistical Institute, to appear.

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