ARMA order estimation via matrix perturbation theory (Q3755337)
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scientific article; zbMATH DE number 4004040
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ARMA order estimation via matrix perturbation theory |
scientific article; zbMATH DE number 4004040 |
Statements
ARMA order estimation via matrix perturbation theory (English)
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1987
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ARMA model
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matrix perturbation theory
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Hankel matrix
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order determination
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0.8538959622383118
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0.7880247831344604
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