Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey (Q3711569)
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scientific article; zbMATH DE number 3940530
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| English | Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey |
scientific article; zbMATH DE number 3940530 |
Statements
Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey (English)
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1985
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Akaike's information criterion
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Bayesian methods
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corner method
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cross- validation
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extended autocorrelations
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final prediction error
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generalized partial correlations
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inverse autocorrelations
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Lagrange multiplier test
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S- and R-arrays
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autoregressive-moving average process
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time series
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survey
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order determination
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0.8077822923660278
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0.7963699102401733
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