The Uniqueness Problem of Non-Gaussian Linear Processes |
| |
作者姓名: | 程乾生 |
| |
作者单位: | Peking University |
| |
摘 要: | Consider a linear time series which is represented aswhere u_t is an independent and identically distributed random series with Eu_t=0,Eu_t~2=σ~2>0,w_t is a square-summable sequence
|
本文献已被 CNKI 等数据库收录! |
|