Discrimination of AR, MA and ARMA time series models

Communications in Statistics - Theory and Methods

Volumn 25, Issue 6, 1996, Pages 1247-1260

  Chan, H T ^a   Chinipardaz, R ^a,b   Cox, T F ^a  

^a NEWCASTLE UNIVERSITY   (United Kingdom)

^b SHAHID CHAMRAN UNIVERSITY OF AHVAZ   (Iran)

Author keywords

ARMA; Autoregressive models; Band matrix; Moving average models; Quadratic forms

Indexed keywords

EID: 0010200926     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831762     Document Type: Article

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