Some conventional identification procedures for ARMA(1,0) with small parameter values: A simulation study

zbMATH Open0865.62061MaRDI QIDQ2785894

A. M. Barry, I. H. Khan

Publication date: 14 July 1997

Published in: Arab Gulf Journal of Scientific Research (Search for Journal in Brave)

zbMATH Keywords

identificationtime seriesARMA processboundary of a white noise processsmall parameter valuesmall parameter values

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Identification in stochastic control theory (93E12) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION 👍 👎
• On some simple, autoregression-based estimation and identification techniques for ARMA models 👍 👎

This page was built for publication: Some conventional identification procedures for ARMA(1,0) with small parameter values: A simulation study

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2785894)