ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (Q3219618)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION |
scientific article; zbMATH DE number 3886923
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION |
scientific article; zbMATH DE number 3886923 |
Statements
ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (English)
0 references
1983
0 references
window estimates
0 references
inverse correlation function
0 references
moving average model
0 references
maximum likelihood estimation
0 references
Akaike information criterion
0 references
FPE sub 2 criterion
0 references
order-selection-criteria
0 references
simulation study
0 references
finite sample behaviour
0 references
0 references
0 references
0.8150623440742493
0 references
0.8113832473754883
0 references
0.807417631149292
0 references
0.8065919280052185
0 references
