A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES (Q4319849)
From MaRDI portal
scientific article; zbMATH DE number 711389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES |
scientific article; zbMATH DE number 711389 |
Statements
A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES (English)
0 references
15 January 1995
0 references
ARMA model
0 references
strong consistency
0 references
order determination quantity
0 references
order estimation
0 references
time series
0 references
simulation
0 references
identifiability
0 references
Akaike's information criterion
0 references
Bayes information criterion
0 references
predictive least squares
0 references
0 references
