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

bibliography; Bayesian information criterion; identification methods; portmanteau statistic; penalty function methods; references; \(R\) and \(S\) arrays; AIC criteria; Akaike's FPE; autocorrelation methods; Box and Jenkins method; corner method; ESACF; GPAC; innovation regression methods; inverse autocorrelation method; Parzen's method; pattern identification methods; SCAN; testing hypothesis methods; univariate ARMA models

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

62-02: Research exposition (monographs, survey articles) pertaining to statistics

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