Fitting Models to Spectra Using Regression Packages

DOI10.2307/2347844zbMATH Open0646.62078OpenAlexW2484609446MaRDI QIDQ3790503FDOQ3790503

Authors: Murray A. Cameron, T. Rolf Turner 

Publication date: 1987

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347844

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zbMATH Keywords

ARMA modelsNewton-Raphsontime series modelsautoregressive moving average modelsleast squares regressionsfrequency domain estimation algorithmsperiodogram. regression packages

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10) Inference from stochastic processes and spectral analysis (62M15)

Cited In (3)

• On the criterion function for ARMA estimation
• A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
• New insights into evaluation of regression models through a decomposition of the prediction errors: application to near-infrared spectral data

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