A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION (Q3332114)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION |
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A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION (English)
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1984
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unified approach
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ARMA model identification
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Yule-Walker equations
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Durbin-Levinson algorithm
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prediction spaces
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Choleski factorization
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autoregressive-moving average model
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preliminary estimates
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fitting models
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estimated residual variances
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squared sample partial correlations
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regression equations
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