Robust Identification of Autoregressive Moving Average Models (Q4727246)
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scientific article; zbMATH DE number 4001265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Identification of Autoregressive Moving Average Models |
scientific article; zbMATH DE number 4001265 |
Statements
Robust Identification of Autoregressive Moving Average Models (English)
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1987
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robust identification
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autoregressive moving average models
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confidence bands
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outliers
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robust estimates
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partial autocorrelation
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univariate stationary time series
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ARMA
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