Optimal calculation of residuals for ARMAX models with application to model verification (Q1375155)
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scientific article; zbMATH DE number 1103033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal calculation of residuals for ARMAX models with application to model verification |
scientific article; zbMATH DE number 1103033 |
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Optimal calculation of residuals for ARMAX models with application to model verification (English)
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1 July 1998
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This paper concerns noise estimation and its application to model testing for ARMAX models. The focus is on problems that occur when the MA part has zeros close to the unit circle.
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backforecasting
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model verification
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prediction
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model testing
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ARMAX models
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0.8677573
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0.85899425
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0.85673237
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0.85499215
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