ORDER IDENTIFICATION OF ARMA MODELS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS

被引：6

作者：

HALL, A

机构：

[1] Department of Economics and Business, North Carolina State University, Raleigh

来源：

关键词：

D O I：

10.1109/9.83552

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A method of identifying the order of an ARMA time series model based on instrumental variable estimators is presented.

引用

页码：1116 / 1117

页数：2

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