On the recursive fitting of subset autoregressive-moving average process (Q1098212)
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scientific article; zbMATH DE number 4036986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the recursive fitting of subset autoregressive-moving average process |
scientific article; zbMATH DE number 4036986 |
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On the recursive fitting of subset autoregressive-moving average process (English)
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1985
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autoregressive-moving average process
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order determination
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fitting data
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ARMA model
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subset ARMA model
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recursive procedure
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consistent identification
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0.8980027
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0.8915751
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0.8845773
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0.88404465
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0.8828026
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