Some conventional identification procedures for ARMA(1,0) with small parameter values: A simulation study (Q2785894)
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scientific article; zbMATH DE number 983043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some conventional identification procedures for ARMA(1,0) with small parameter values: A simulation study |
scientific article; zbMATH DE number 983043 |
Statements
14 July 1997
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time series
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ARMA process
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small parameter value
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boundary of a white noise process
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identification
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small parameter values
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0.8807602
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0.85295355
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Some conventional identification procedures for ARMA(1,0) with small parameter values: A simulation study (English)
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