The estimation of the order of an ARMA process (Q1148094): Difference between revisions
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Revision as of 02:23, 5 March 2024
scientific article
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English | The estimation of the order of an ARMA process |
scientific article |
Statements
The estimation of the order of an ARMA process (English)
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1980
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estimation of order of ARMA process
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strong consistency
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maximum lags
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law of iterated logarithm
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identification
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