Estimating the order of moving average models: the max X2method

DOI10.1080/03610927808827619MaRDI QIDQ4172824zbMATH OpenOpenAlexFDO

Authors James T. McClave

Publication date 1978

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927808827619

zbMATH Keywords

Autoregressive ModelEstimatingHannan's ProcedureMax Chi Square MethodMc Clave's AlgorithmOrder of Moving Average ModelsParzen-Clevenson Method

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• On Estimation of the Spectral Function of a Stationary Gaussian Process
• ON HANNAN'S ESTIMATION OF ARMA MODELS
• On the Statistical Treatment of Linear Stochastic Difference Equations
• Statistical predictor identification

Cited in

(2)

• The inverse partial correlation function of a time series and its applications
• A characterization of the inverse autocorrelation function

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