Pages that link to "Item:Q3982313"
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The following pages link to Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process (Q3982313):
Displaying 15 items.
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- On the recursive fitting of subset autoregressive-moving average process (Q1098212) (← links)
- The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models (Q1871691) (← links)
- ARMA MODELS REALIZATION AND IMPULSE RESPONSES (Q2746223) (← links)
- Order selection in ARMA models using the focused information criterion (Q2892460) (← links)
- ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER (Q3141187) (← links)
- ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING (Q3197165) (← links)
- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738) (← links)
- Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
- A Levinson-Durbin recursion for autoregressive-moving average processes (Q3729864) (← links)
- On the application of the Wald statistic to order estimation of ARMA models (Q3987136) (← links)
- THE ESTIMATION OF THE ORDER OF AN AUTOREGRESSION USING RECURSIVE RESIDUALS AND CROSS-VALIDATION (Q4203663) (← links)
- The selection of the order and identification of nonzero elements in the polynomial matrices of vector autoregressive processes (Q4243922) (← links)
- Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (Q4490158) (← links)
