Selecting optimal ARMA order by a minimum spectrum distance criterion

DOI10.1080/002077299292588zbMath1066.62540OpenAlexW2132833383MaRDI QIDQ4546860

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Publication date: 1999

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

Full work available at URL: https://doi.org/10.1080/002077299292588

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)

Time Series and Model Selection

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