An order-testing criterion for mixed autoregressive moving average processes

DOI10.1080/00207177408932784zbMath0341.62071OpenAlexW1979545096MaRDI QIDQ4109151

No author found.

Publication date: 1974

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177408932784

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items

Model-structure selection by cross-validation, On model structure testing in system identification, Maximum-power validation of models without higher-order fitting

Cites Work

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• System identification. A survey
• Comparison of different methods for identification of industrial processes
• On the Statistical Treatment of Linear Stochastic Difference Equations