On estimating the orders of an autoregressive process

DOI10.1109/TAC.1981.1102637zbMath0477.93058MaRDI QIDQ3934246

Makoto Inagaki

Publication date: 1981

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

zbMATH Keywords

correlation function matrixestimating the orders of an autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99) Estimation and detection in stochastic control theory (93E10)

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Order estimation of AR and ARMA models

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