Derivation of ARMA parameters and orders from pure AR models

DOI10.1080/00207727508941799zbMath0315.62036OpenAlexW1972376130MaRDI QIDQ4076631

William K. Cline, Daniel Graupe

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1080/00207727508941799

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Convergence of least squares identification algorithms applied to unstable stochastic processes

Cites Work

• Identification of predictor and filter parameters by ARMA methods†
• On the Statistical Treatment of Linear Stochastic Difference Equations
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