On a procedure for testing the order of time series

Publisher Website

1 April 1981

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control

Vol. 26 (2) , 572-573
https://doi.org/10.1109/tac.1981.1102648

Abstract

No abstract available

Keywords

This publication has 5 references indexed in Scilit:

An instrumental product moment test for model order estimation
Automatica, 1978
Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
IEEE Transactions on Automatic Control, 1974
Comments on "On estimating the orders of an autoregressive moving-average process with uncertain observations"
IEEE Transactions on Automatic Control, 1973
On estimating the orders of an autoregressive moving-average process with uncertain observations
IEEE Transactions on Automatic Control, 1972
On the estimation of the order of a moving-average process
IEEE Transactions on Automatic Control, 1972