ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 11:27, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES |
scientific article |
Statements
ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (English)
0 references
1990
0 references
autoregressive moving-average model
0 references
Akaike information criterion
0 references
AIC
0 references
Bayesian information criterion
0 references
BIC
0 references
order estimation
0 references
consistency
0 references
transfer function
0 references
spectral density approximation
0 references
non-ARMA data- generating process
0 references