Discrimination of AR, MA and ARMA time series models

DOI10.1080/03610929608831762zbMath0875.62425MaRDI QIDQ4337189

Huang-Ting Chan, Trevor F. Cox, Rahim Chinipardaz

Publication date: 5 November 1997

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

Full work available at URL: https://doi.org/10.1080/03610929608831762

zbMATH Keywords

quadratic forms; autoregressive models; ARMA; moving average models; band matrix

Mathematics Subject Classification ID

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

Related Items

Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings, Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach

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