Fitting models in time series analysis (Q3962373)

From MaRDI portal





scientific article; zbMATH DE number 3784162
Language Label Description Also known as
default for all languages
No label defined
    English
    Fitting models in time series analysis
    scientific article; zbMATH DE number 3784162

      Statements

      Fitting models in time series analysis (English)
      0 references
      0 references
      1982
      0 references
      fitting models
      0 references
      time series analysis
      0 references
      order estimation
      0 references
      identification
      0 references
      ARMA-processes
      0 references
      tutorial survey of recent advances
      0 references
      final prediction error
      0 references
      information criterion
      0 references
      asymptotic performance
      0 references
      Bayesian approach
      0 references
      minimum description length criterion
      0 references
      iterated logarithm criterion
      0 references
      Parzen method
      0 references
      maximum chi-square method
      0 references

      Identifiers