Comments on "On estimating the orders of an autoregressive moving-average process with uncertain observations"
- 1 December 1973
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 18 (6), 689-691
- https://doi.org/10.1109/TAC.1973.1100443
Abstract
This correspondence pertains to a modification of Chow's method for estimation of the orders of the autoregressive moving-average (ARMA) model. In connection with the testing of hypotheses, the large-sample estimation of model parameters is discussed with reference to the literature in the field.Keywords
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