METHODS FOR DETERMINING THE ORDER OF AN AUTOREGRESSIVE-MOVING AVERAGE PROCESS - A SURVEY

被引:65
作者
DEGOOIJER, JG [1 ]
ABRAHAM, B [1 ]
GOULD, A [1 ]
ROBINSON, L [1 ]
机构
[1] UNIV WATERLOO, DEPT STAT & ACTUARIAL SCI, WATERLOO N2L 3G1, ONTARIO, CANADA
关键词
D O I
10.2307/1402894
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:301 / 329
页数:29
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