论文信息 - The identification of ARMA processes

The identification of ARMA processes

This paper presents a review of recent results for the identification of ARMA processes according to the principles introduced by Akaike, i.e. assuming that the true orders exist and proposing criteria such as AIC and BIC. The development both of these methods and of consistency theory has been led by E. J. Hannan. AIC; BIC; ESTIMATE OF ARMA ORDER; SUBSET FITTING; STRONG CONSISTENCY

Chen Zhao-Guo | An Hong-Zhi

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