On the recursive fitting of subset autoregressive-moving average process (Q1098212): Difference between revisions
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Revision as of 03:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the recursive fitting of subset autoregressive-moving average process |
scientific article |
Statements
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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