Last update: Fri Mar 15 02:03:52 MDT 2019
Top |
Math |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
K |
L |
M |
N |
O |
P |
Q |
R |
S |
T |
U |
V |
W |
X |
Y |
Z
BibTeX entry
@Article{Tsay:1990:APM,
author = "Ruey S. Tsay and George C. Tiao",
title = "Asymptotic Properties of Multivariate Nonstationary
Processes with Applications to Autoregressions",
journal = j-ANN-STAT,
volume = "18",
number = "1",
pages = "220--250",
month = mar,
year = "1990",
CODEN = "ASTSC7",
DOI = "https://doi.org/10.1214/aos/1176347499",
ISSN = "0090-5364 (print), 2168-8966 (electronic)",
ISSN-L = "0090-5364",
bibdate = "Wed Jun 4 06:40:16 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/annstat1990.bib",
URL = "http://projecteuclid.org/euclid.aos/1176347499",
acknowledgement = ack-nhfb,
fjournal = "Annals of Statistics",
journal-URL = "http://projecteuclid.org/all/euclid.aos/",
}
Related entries
- application,
13(1)395,
18(3)1295,
18(4)1501,
19(1)260,
19(1)329,
19(1)338,
19(2)850,
19(2)1062,
19(3)1403,
19(4)1748,
20(1)428,
20(4)1985,
21(2)600,
21(2)711,
21(2)772,
21(4)2168,
22(1)439,
22(1)540,
22(2)968,
22(3)1460,
22(4)1831,
22(4)1871,
23(2)640,
23(2)705,
23(4)1408,
23(5)1662,
23(5)1779,
23(6)1865,
24(2)753,
24(4)1547,
24(5)2036,
24(5)2266,
24(6)2524,
24(6)2608,
25(1)38,
25(2)642,
25(3)1088,
25(3)1176,
25(5)2200,
26(1)242,
26(1)288,
26(5)2049,
27(1)24,
27(1)237,
36(2)575
- autoregression,
18(2)939,
18(3)1470,
18(4)1886,
22(1)540,
23(2)670,
23(5)1662,
25(4)1709,
26(4)1570,
27(4)1385
- multivariate,
18(2)617,
18(2)961,
18(4)1615,
19(1)1,
19(1)67,
19(1)82,
19(1)91,
19(1)93,
19(1)99,
19(1)102,
19(1)112,
19(1)113,
19(1)115,
19(1)123,
19(1)229,
19(1)297,
19(1)314,
19(2)850,
19(2)899,
19(2)952,
19(4)1933,
19(4)2102,
20(1)398,
20(2)897,
20(4)1889,
21(2)848,
21(3)1318,
21(4)1692,
22(1)94,
22(1)118,
22(1)171,
22(1)177,
22(1)179,
22(1)395,
22(2)1024,
22(3)1346,
22(3)1460,
23(3)762,
24(2)707,
24(2)825,
24(3)1327,
24(3)1346,
24(4)1457,
25(2)495,
25(2)542,
25(5)1984,
25(5)1998,
25(5)2018,
25(5)2228,
25(6)2388,
26(1)398,
26(2)525,
26(5)1972,
26(5)1989,
26(6)2301,
26(6)2321,
27(1)290,
27(3)783,
27(3)1061,
27(4)1441,
27(5)1616,
27(5)1638,
27(6)2008
- nonstationary,
12(2)646,
18(4)1729,
19(3)1109,
19(3)1129,
19(4)2280,
23(2)690,
25(1)1,
26(1)48,
26(2)741
- process,
10(1)132,
17(1)337,
18(1)429,
18(2)582,
18(2)603,
18(2)891,
18(3)1139,
18(3)1158,
18(3)1172,
18(3)1188,
18(3)1259,
18(3)1500,
18(4)1757,
18(4)1774,
19(2)1098,
19(2)1102,
19(3)1129,
19(3)1155,
19(4)2232,
20(1)161,
20(1)195,
20(1)580,
20(1)603,
20(2)779,
20(2)971,
20(2)1062,
20(2)1143,
20(3)1391,
20(3)1426,
20(4)2153,
21(2)1115,
21(4)2022,
22(1)439,
22(2)980,
22(2)995,
22(2)1013,
22(3)1275,
22(3)1460,
22(3)1633,
22(4)2051,
23(1)113,
23(2)670,
23(4)1073,
23(5)1662,
23(5)1712,
23(5)1779,
24(1)307,
24(3)992,
24(4)1717,
24(5)1855,
24(5)2233,
24(6)2705,
25(1)1,
25(1)263,
25(2)683,
25(3)982,
25(4)1762,
25(5)2084,
25(5)2127,
25(6)2388,
25(6)2665,
26(1)1,
26(2)692,
26(2)719,
26(2)741,
26(5)1916,
26(5)2049,
26(6)2246,
27(1)237,
27(1)262,
27(2)562,
27(4)1178
- property,
18(3)1091,
18(3)1203,
18(3)1438,
18(4)1634,
19(1)158,
19(3)1651,
19(4)1786,
19(4)2266,
19(4)2275,
20(2)762,
20(3)1571,
20(4)1803,
20(4)2177,
21(2)611,
21(4)1824,
21(4)2001,
22(1)474,
22(3)1547,
22(4)1917,
23(4)1223,
23(5)1684,
24(1)41,
24(1)122,
24(1)423,
24(3)1327,
24(4)1511,
24(4)1804,
24(5)2148,
25(1)378,
25(3)1036,
25(3)1277,
25(6)2410,
26(3)1170,
27(5)1443