Sequence transformations as statistical tools
type: Item
instance of: scholarly article
title: Sequence transformations as statistical tools
zbMATH Open document ID: 0628.62092
DOI: 10.1016/0168-9274(85)90036-4
published in: Applied Numerical Mathematics
publication date: 1985-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 15A15
Mathematics Subject Classification ID: 15B57
zbMATH DE Number: 4022432
zbMATH Keywords: order determination
zbMATH Keywords: time series
zbMATH Keywords: difference equation
zbMATH Keywords: ARMA process
zbMATH Keywords: invariance properties of sequence transformations
zbMATH Keywords: Box-Jenkins method
zbMATH Keywords: Hankel determinants
author: Alain Berlinet
MaRDI profile type: Publication
full work available at URL: 0168-9274(85)90036-4
OpenAlex ID: W2080137810
cites work: Q3896388
cites work: Q3690045
cites work: Q3681786
cites work: Accélération de la convergence en analyse numérique
cites work: A general extrapolation algorithm
cites work: Q3847819
cites work: Q3254327
cites work: An Algorithm for the Computation of the Higher OrderG-Transformation
cites work: On a Device for Computing the e m (S n ) Transformation
description: scientific article; zbMATH DE number 4022432