ARMA order estimation via matrix perturbation theory (Q3755337)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARMA order estimation via matrix perturbation theory |
scientific article |
Statements
ARMA order estimation via matrix perturbation theory (English)
0 references
1987
0 references
ARMA model
0 references
matrix perturbation theory
0 references
Hankel matrix
0 references
order determination
0 references