On the relationship between levinson recursion and the r and s arrays for arma model identification (Q3725398)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the relationship between levinson recursion and the r and s arrays for arma model identification |
scientific article |
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On the relationship between levinson recursion and the r and s arrays for arma model identification (English)
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1985
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ARMA model identification
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Akaike's information criterion
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generalized partial autocorrelation
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R array approach
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S array approach
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ARMA
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Levinson recursion
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AIC
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FPE
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ARMA model orders
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