ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS (Q4203662)
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scientific article; zbMATH DE number 4123105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS |
scientific article; zbMATH DE number 4123105 |
Statements
ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS (English)
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1989
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high-order autoregressive approximations
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L2-norm approximation
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Durbin approach
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autoregressive moving-average
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frequency domain
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relative error of the spectral factors
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periodogram estimate
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Whittle approach
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high- order AR spectral density estimate
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balanced model reduction
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ARMA estimates
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