ARMA model identification

zbMath0754.62071MaRDI QIDQ1189575

Byoung-Seon Choi

Publication date: 18 September 1992

Published in: Springer Series in Statistics (Search for Journal in Brave)

zbMATH Keywords

bibliographyBayesian information criterionidentification methodsportmanteau statisticpenalty function methodsreferences\(R\) and \(S\) arraysAIC criteriaAkaike's FPEautocorrelation methodsBox and Jenkins methodcorner methodESACFGPACinnovation regression methodsinverse autocorrelation methodParzen's methodpattern identification methodsSCANtesting hypothesis methodsunivariate ARMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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