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The journal of economic studies >
56(3) >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10466/11175

Title: 高次キュムラントと自己相関関数及び相互相関関数を活用した離散時間線形モデルのパラメータ推定
Other Titles: System Identification of Stationary Time Series UtilizingSystem Identification of Stationary Time Series Utilizing Higher Order Cumulants and Auto/Cross-Correlation Function
Authors: 竹安, 数博
樋口, 友紀
Author's alias: Takeyasu, Kazuhiro
Higuchi, Yuki
Keywords: 時系列解析
ARMAモデル
自己相関関数
キュムラント
パラメータ推定
Issue Date: 24-Dec-2010
Publisher: 大阪府立大学経済学部
Citation: 大阪府立大学經濟研究. 2010, 56(3), p.1-10
URI: http://hdl.handle.net/10466/11175
ISSN: 0451-6184
Appears in Collections:56(3)

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