A GENERALIZED LEAST-SQUARES APPROACH FOR ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS.
- Published in:
- Journal of Time Series Analysis, 1990, v. 11, n. 2, p. 139, doi. 10.1111/j.1467-9892.1990.tb00047.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 1990 AND VI 11 AND IP 2
Results: 6
1
2
ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL.
- Published in:
- Journal of Time Series Analysis, 1990, v. 11, n. 2, p. 89, doi. 10.1111/j.1467-9892.1990.tb00044.x
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- Article
3
CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC.
- Published in:
- Journal of Time Series Analysis, 1990, v. 11, n. 2, p. 121, doi. 10.1111/j.1467-9892.1990.tb00046.x
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- Publication type:
- Article
4
ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES.
- Published in:
- Journal of Time Series Analysis, 1990, v. 11, n. 2, p. 165, doi. 10.1111/j.1467-9892.1990.tb00049.x
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- Publication type:
- Article
5
SELECTING ORDER FOR GENERAL AUTOREGRESSIVE MODELS BY MINIMUM DESCRIPTION LENGTH.
- Published in:
- Journal of Time Series Analysis, 1990, v. 11, n. 2, p. 107, doi. 10.1111/j.1467-9892.1990.tb00045.x
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- Publication type:
- Article
6
A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS.
- Published in:
- Journal of Time Series Analysis, 1990, v. 11, n. 2, p. 153, doi. 10.1111/j.1467-9892.1990.tb00048.x
- By:
- Publication type:
- Article