ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION
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Cited in
(19)- The inverse partial correlation function of a time series and its applications
- The discrimination between autoregressive and moving average models from the estimated inverse correlations
- Estimating the inverse autocorrelation function from outlier contaminated data
- Best lag window for spectrum estimation of law order MA process
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- Minimum message length order selection and parameter estimation of moving average models
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- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES
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- Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models
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- Long memory conditional random fields on regular lattices
- MA blind identification based on order statistics application to binary-driven systems
- Dual and inverse ARMA processes and application to time reversibility
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