ARMA autocorrelation analysis: parameter estimation and goodness of fit test (Q6494769)
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scientific article; zbMATH DE number 7840428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARMA autocorrelation analysis: parameter estimation and goodness of fit test |
scientific article; zbMATH DE number 7840428 |
Statements
ARMA autocorrelation analysis: parameter estimation and goodness of fit test (English)
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30 April 2024
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time aeries ARMA\((p,q)\) models
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Yule-Walker equations
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autocorrelation function
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parameters estimation
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goodness of fit
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model diagnosing
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