On the recursive fitting of subset autoregressive-moving average process (Q1098212): Difference between revisions
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Property / cites work: Autocorrelation, autoregression and autoregressive approximation / rank | |||
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Property / cites work: The estimation of the order of an ARMA process / rank | |||
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Property / cites work: Q4195812 / rank | |||
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Property / cites work: Recursive estimation of mixed autoregressive-moving average order / rank | |||
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Property / cites work: Selection of the order of an autoregressive model by Akaike's information criterion / rank | |||
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Property / cites work: Estimation of the order of ARMA model by linear procedures / rank | |||
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Latest revision as of 15:51, 18 June 2024
scientific article
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English | On the recursive fitting of subset autoregressive-moving average process |
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On the recursive fitting of subset autoregressive-moving average process (English)
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1985
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autoregressive-moving average process
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order determination
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fitting data
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ARMA model
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subset ARMA model
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recursive procedure
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consistent identification
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