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A method for autoregressive-moving average estimation - MaRDI portal

A method for autoregressive-moving average estimation (Q3675373)

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English
A method for autoregressive-moving average estimation
scientific article

    Statements

    title
    A method for autoregressive-moving average estimation (English)
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    author
    E. J. Hannan
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    Laimonis Kavalieris
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    published in
    Biometrika
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    publication date
    1984
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    zbMATH Keywords
    order estimation
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    recursive calculation
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    time series
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    autoregressive- moving average
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    long autoregression
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    speed of convergence
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    Identifiers

    zbMATH DE Number
    3896145
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    OpenAlex ID
    W2112101301
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