ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (Q3219618): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION |
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ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (English)
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1983
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window estimates
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inverse correlation function
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moving average model
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maximum likelihood estimation
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Akaike information criterion
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FPE sub 2 criterion
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order-selection-criteria
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simulation study
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finite sample behaviour
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