Cumulant-based order selection of non-Gaussian autoregressive moving average models: The corner method (Q956170)
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scientific article; zbMATH DE number 5372586
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cumulant-based order selection of non-Gaussian autoregressive moving average models: The corner method |
scientific article; zbMATH DE number 5372586 |
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Cumulant-based order selection of non-Gaussian autoregressive moving average models: The corner method (English)
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25 November 2008
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third-order cumulant
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eigenvalue
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ARMA model orders selection
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