On the recursive fitting of subset autoregressive-moving average process
type: Item
instance of: scholarly article
title: On the recursive fitting of subset autoregressive-moving average process
zbMATH Open document ID: 0636.62094
DOI: 10.1007/BF01666517
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 1985-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 4036986
zbMATH Keywords: autoregressive-moving average process
zbMATH Keywords: order determination
zbMATH Keywords: fitting data
zbMATH Keywords: ARMA model
zbMATH Keywords: subset ARMA model
zbMATH Keywords: recursive procedure
zbMATH Keywords: consistent identification
author: Zhao-Guo Chen
MaRDI profile type: Publication
cites work: Autocorrelation, autoregression and autoregressive approximation
cites work: The estimation of the order of an ARMA process
cites work: Q4195812
cites work: Recursive estimation of mixed autoregressive-moving average order
cites work: Selection of the order of an autoregressive model by Akaike's information criterion
cites work: Estimation of the order of ARMA model by linear procedures
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description: scientific article; zbMATH DE number 4036986