✦ LIBER ✦

ARMA model order estimation based on the eigenvalues of the covariance matrix

✍ Scribed by Liang, G.; Wilkes, D.M.; Cadzow, J.A.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Derivation of the unconditional state-co

✍ Stefan Mittnik 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 501 KB

Approximations of the eigenvalues of the

✍ R.J. Stroeker 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 464 KB

Estimates of regression coefficients bas

✍ Esa Ollila; Hannu Oja; Thomas P. Hettmansperger 📂 Article 📅 2002 🏛 Blackwell Publishing 🌐 English ⚖ 401 KB

A remark on the recursive estimation of

✍ E. Reschenhofer 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 98 KB

On estimating the order of an ARMA proce

✍ J.-J. Fuchs 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 334 KB

Note on the estimation of the standardiz

✍ Yasuhiro Asoo 📂 Article 📅 1970 🏛 Springer Japan 🌐 English ⚖ 179 KB