A comparison of some of pattern identification methods for order determination of mixed ARMA models
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Publication:1962151
DOI10.1016/S0167-7152(98)00195-3zbMath0947.62056OpenAlexW1965236978MaRDI QIDQ1962151
Publication date: 30 March 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00195-3
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Cites Work
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- ARMA model identification
- Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
- Using instrumental variables for selecting the order of arma models
- TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION
- Use of canonical analysis in time series model identification
- On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
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