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scientific article; zbMATH DE number 5258478
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scientific article; zbMATH DE number 5258478

    Statements

    author
    Sergio G. Koreisha
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    Yue Fang
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    publication date
    3 April 2008
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    Mathematics Subject Classification ID
    62M10
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    62F12
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    65C05
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    zbMATH DE Number
    5258478
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    zbMATH Keywords
    autocorrelation
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    autoregressive moving average
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    consistency
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    generalized least squares
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    model identification
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    relative predictive efficiency
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    ARMA processes
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    tables
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