ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738): Difference between revisions

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Latest revision as of 09:49, 21 June 2024

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ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES
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    ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (English)
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    1990
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    autoregressive moving-average model
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    Akaike information criterion
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    AIC
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    Bayesian information criterion
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    BIC
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    order estimation
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    consistency
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    transfer function
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    spectral density approximation
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    non-ARMA data- generating process
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