A new order estimation technique for time series modeling

DOI10.1109/9.557584zbMATH Open0876.93092OpenAlexW2137912770MaRDI QIDQ3129387FDOQ3129387

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

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zbMATH Keywords

time series analysisARMA systemsorder determinationapproximate stochastic realization

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Cited In (7)

• An ARMA order selection method with fuzzy reasoning.
• New method of order estimation for ARMA/ARMAX processes
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• Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data
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• Data driven order selection for projection estimator of the spectral density of time series with long range dependence
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