A note on autoregressive-moving average identification

DOI10.1093/BIOMET/66.3.672zbMATH Open0419.62070OpenAlexW2013573767MaRDI QIDQ3853005FDOQ3853005

Authors: E. J. Hannan 

Publication date: 1979

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/66.3.672

zbMATH Keywords

identificationtime seriescanonical formautoregressive-moving average systemMcmillan degreeprior constraint

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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