On some simple, autoregression-based estimation and identification techniques for ARMA models

Biometrika

Volumn 84, Issue 3, 1997, Pages 685-696

  Galbraith, John W ^a   Zinde Walsh, Victoria ^a  

^a MCGILL UNIVERSITY   (Canada)

Author keywords

ARMA model; Autoregression; Determinant; Identification

Indexed keywords

EID: 0012856930     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.3.685     Document Type: Article

References (17)

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