A comparison of some of pattern identification methods for order determination of mixed ARMA models
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DOI10.1016/S0167-7152(98)00195-3zbMATH Open0947.62056OpenAlexW1965236978MaRDI QIDQ1962151FDOQ1962151
Authors: Wai Sum Chan 
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
- Title not available (Why is that?)
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- ARMA model identification
- Use of canonical analysis in time series model identification
- Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
- Title not available (Why is that?)
- On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
- Using instrumental variables for selecting the order of arma models
- Title not available (Why is that?)
- TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION
Cited In (7)
- Model identification of ARIMA family using genetic algorithms
- Pattern Detection in Intensive Care Monitoring Time Series with Autoregressive Models: Influence of the Model Order
- Automatic model identification using vector sample autocorrelation function
- Designing fuzzy time series forecasting models: a survey
- Order Reductions of the Marginals and Identification of Multiple ARMA Models
- Hybridization of intelligent techniques and ARIMA models for time series prediction
- A case study on the shareholder network effect of stock market data: an SARMA approach
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