A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL

Pham Dinh Tuan

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A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL

机译：A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL

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Abstract.Several recursive relations concerning some statistics useful in identifying the order of autoregressive moving average are derived and the asymptotic behaviour of these statistics are studied.

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来源
《journal of time series analysis》 |1984年第4期|273-279|共页
作者
Pham Dinh Tuan;
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正文语种英语
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Autocorrelations; Autoregressive moving average model; Partial autocorrelations;

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A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL

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