Order estimation of AR and ARMA models

DOI10.1080/00207728808547150zbMath0663.93073OpenAlexW2024322667MaRDI QIDQ3815234

No author found.

Publication date: 1988

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728808547150

zbMATH Keywords

order estimationAR and ARMA modelsystem-balancing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (3)

Term clustering and the order selection of linear continuous systems ⋮ Some Tests for Determining the Number of Effective Modes ⋮ Some Tests for Determining the Number of Effective Modes

Cites Work

• Unnamed Item
• Linear time-variable systems: Balancing and model reduction
• A simple order-determination method based on a generalized adaptive law
• On balancing linear symmetric systems
• The order determination problem for linear time-varying AR models
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• On estimating the orders of an autoregressive process

This page was built for publication: Order estimation of AR and ARMA models