A note on autoregressive-moving average identification

DOI10.1093/BIOMET/66.3.672MaRDI QIDQ3853005zbMATH OpenOpenAlexFDO

Authors E. J. Hannan

Publication date 1979

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/66.3.672

zbMATH Keywords

autoregressive-moving average systemcanonical formidentificationMcmillan degreeprior constrainttime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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