Estimation of the order of ARMA model by linear procedures (Q1059355)
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scientific article; zbMATH DE number 3903802
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| English | Estimation of the order of ARMA model by linear procedures |
scientific article; zbMATH DE number 3903802 |
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Estimation of the order of ARMA model by linear procedures (English)
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1985
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In this paper a linear procedure is used to estimate the order of ARMA models. The strong consistency of the estimate is proved. Here the monitoring criterion is applied.
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linear estimation procedure
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order of ARMA models
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strong consistency
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monitoring criterion
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