A new order estimation technique for time series modeling

DOI10.1109/9.557584MaRDI QIDQ3129387zbMATH OpenOpenAlexFDO

Authors Mark H. A. Davis, Wei Xing Zheng

Publication date 1 December 1997

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.557584

zbMATH Keywords

time series analysisARMA systemsorder determinationapproximate stochastic realization

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Recommendations

• New method of order estimation for ARMA/ARMAX processes
• scientific article; zbMATH DE number 800023
• On estimating the order of an ARMA process
• scientific article; zbMATH DE number 5613813

Cited in

(7)

• An ARMA order selection method with fuzzy reasoning.
• New method of order estimation for ARMA/ARMAX processes
• scientific article; zbMATH DE number 3923921 (Why is no real title available?)
• Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data
• scientific article; zbMATH DE number 4149410 (Why is no real title available?)
• Data driven order selection for projection estimator of the spectral density of time series with long range dependence
• scientific article; zbMATH DE number 800023 (Why is no real title available?)

This page was built for publication: A new order estimation technique for time series modeling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3129387)