ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738): Difference between revisions
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Revision as of 15:38, 19 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 |
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ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (English)
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1990
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autoregressive moving-average model
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Akaike information criterion
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AIC
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Bayesian information criterion
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BIC
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order estimation
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consistency
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transfer function
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spectral density approximation
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non-ARMA data- generating process
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