scientific article; zbMATH DE number 7578281

MaRDI QIDQ5101791

E. Castaño, Jorge Martinez

Publication date: 30 August 2022

Full work available at URL: http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512008000200010&lng=en&nrm=iso&tlng=es

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

identificationautocorrelation functionARMA processcross-correlation functionpartial autocorrelation function

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Estimating the dimension of a model
• Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
• Use of canonical analysis in time series model identification
• A new look at the statistical model identification

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