ARMA processes: order estimation
- 6 January 2003
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Dual algorithm for ARMA spectrum estimationPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2005
- A Levinson-Durbin recursion for autoregressive-moving average processesBiometrika, 1985
- The Estimation of the Order of an ARMA ProcessThe Annals of Statistics, 1980
- Modeling by shortest data descriptionAutomatica, 1978