New method of order estimation for ARMA/ARMAX processes (Q3058499)
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scientific article; zbMATH DE number 5822710
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| English | New method of order estimation for ARMA/ARMAX processes |
scientific article; zbMATH DE number 5822710 |
Statements
New Method of Order Estimation for ARMA/ARMAX Processes (English)
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3 December 2010
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order estimation
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convergence rate
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strong consistency
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autoregressive moving average (ARMA) process
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ARMAX processes
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0.8005354404449463
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0.7980871200561523
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