Estimation of the order of ARMA model by linear procedures

zbMath0566.62076MaRDI QIDQ1059355

Shouren Wang, Zhao-Guo Chen

Publication date: 1985

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

strong consistencylinear estimation proceduremonitoring criterionorder of ARMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

On the recursive fitting of subset autoregressive-moving average process ⋮ Subset regression time series and its modeling procedures ⋮ Recursive method for ARMA model estimation. I ⋮ Recursive method for ARMA model estimation. II

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