An order-testing criterion for mixed autoregressive moving average processes

DOI10.1080/00207177408932784MaRDI QIDQ4109151zbMATH OpenOpenAlexFDO

Authors

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

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

Cites work

• Comparison of different methods for identification of industrial processes
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• On the Statistical Treatment of Linear Stochastic Difference Equations
• System identification. A survey

Cited in

(3)

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

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