Optimal calculation of residuals for ARMAX models with application to model verification (Q1375155)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1103033
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal calculation of residuals for ARMAX models with application to model verification |
scientific article; zbMATH DE number 1103033 |
Statements
Optimal calculation of residuals for ARMAX models with application to model verification (English)
0 references
1 July 1998
0 references
This paper concerns noise estimation and its application to model testing for ARMAX models. The focus is on problems that occur when the MA part has zeros close to the unit circle.
0 references
backforecasting
0 references
model verification
0 references
prediction
0 references
model testing
0 references
ARMAX models
0 references
0.8677573
0 references
0.85899425
0 references
0.85673237
0 references
0 references
0.85499215
0 references
