A comparison of some of pattern identification methods for order determination of mixed ARMA models (Q1962151): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q1274824
ReferenceBot (talk | contribs)
Changed an Item
(2 intermediate revisions by 2 users not shown)
Property / author
 
Property / author: Wai Sum Chan / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3896388 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4137964 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARMA model identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4166090 / rank
 
Normal rank
Property / cites work
 
Property / cites work: TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using instrumental variables for selecting the order of arma models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3468494 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Use of canonical analysis in time series model identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification / rank
 
Normal rank

Revision as of 12:30, 29 May 2024

scientific article
Language Label Description Also known as
English
A comparison of some of pattern identification methods for order determination of mixed ARMA models
scientific article

    Statements

    A comparison of some of pattern identification methods for order determination of mixed ARMA models (English)
    0 references
    30 March 2000
    0 references
    0 references
    corner method
    0 references
    ESACF table
    0 references
    model identification
    0 references
    time-series
    0 references
    0 references