ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS (Q3821442)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS |
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ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS (English)
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1988
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impulse response coefficients
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Levinson-Durbin algorithm
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order selection
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recursive algorithm
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quick algorithm
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estimates of autoregressive parameters
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autoregressive moving-average model
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Consistency
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asymptotic normality
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