Determination of the MA order of an ARMA process using sample correlations
From MaRDI portal
Publication:4202007
DOI10.1109/78.218160zbMath0775.93233MaRDI QIDQ4202007
Unnamed Author, Yuan-Sheng Zhang
Publication date: 16 September 1993
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/78.218160
93E10: Estimation and detection in stochastic control theory
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