Sequence transformations as statistical tools
A number of sequence tranformations are actually used in statistics to solve different kinds of problems. In the two first parts of this paper we set the statistical problem of estimating the unknown orders of an ARMA process and we give its equivalent formulation in terms of invariance properties of sequence transformations; the most used among them are reviewed in the third part. The study of this estimation problem occuring in the Box-Jenkins method has led to new properties of Hankel determinants which are given in the part four.
invariance properties of sequence transformations
scientific article; zbMATH DE number 4022432
scientific article