A new order estimation technique for time series modeling

DOI10.1109/9.557584zbMath0876.93092OpenAlexW2137912770MaRDI QIDQ3129387

Mark H. A. Davis, Wei Xing Zheng

Publication date: 1 December 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.557584

zbMATH Keywords

time series analysisARMA systemsorder determinationapproximate stochastic realization

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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