Model fitting for real-data time series (Q1115404)

This paper is a survey of the literature on fitting a good model to real- data time series from a class of dynamic models described by stochastic difference equations linear in the parameters with additive noise. This paper is divided in five parts covered by the literature: - model description, - choosing the class of models, - choosing the best model in a particular class, - checking the adequacy of the model. The plan of this interesting paper corresponds to the model fitting procedure and seems to be complete in the class of chosen models. Unfortunately, there are no results and information about explosive ARMA models and about works like those of T.L. Lai und Z. Wei for example.