Selecting optimal ARMA order by a minimum spectrum distance criterion

International Journal of Systems Science

Volumn 30, Issue 2, 1999, Pages 223-237

  Zhang, Y M ^a   Zhu, Q M ^b  

^a UNIVERSITY OF KENTUCKY   (United States)

^b ASTON UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; DECISION THEORY; ERROR ANALYSIS; MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; PARAMETER ESTIMATION;

AUTOREGRESSIVE MOVING AVERAGE (ARMA) MODELS; MODEL SPECTRAL DISTANCE (MSD);

REGRESSION ANALYSIS;

EID: 0033079006     PISSN: 00207721     EISSN: 14645319     Source Type: Journal    
DOI: 10.1080/002077299292588     Document Type: Article

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