Pages that link to "Item:Q3482738"
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The following pages link to ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738):
Displaying 13 items.
- New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models (Q689413) (← links)
- Akaike's information criterion correction for the least-squares autoregressive spectral estimator (Q2851987) (← links)
- Order selection in ARMA models using the focused information criterion (Q2892460) (← links)
- The Misspecification of Arma Models (Q3201451) (← links)
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
- The effect of order estimation on estimating the peak frequency of an autoregressive spectral density (Q3796594) (← links)
- Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process (Q3982313) (← links)
- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS (Q4203662) (← links)
- Selecting optimal ARMA order by a minimum spectrum distance criterion (Q4546860) (← links)
- Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
- Number of hidden states and memory: a joint order estimation problem for Markov chains with Markov regime (Q5851010) (← links)
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226) (← links)
- Bootstrapping ARMA time series models after model selection (Q6641337) (← links)
