DocumentCode
813458
Title
Comments on "On estimating the orders of an autoregressive moving-average process with uncertain observations"
Author
Lindberger, N.
Author_Institution
University of Alaska, Fairbanks, AK, USA
Volume
18
Issue
6
fYear
1973
fDate
12/1/1973 12:00:00 AM
Firstpage
689
Lastpage
691
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
Covariance matrix; Equations; Interconnected systems; Matrices; Neodymium; Parameter estimation; State estimation; Testing; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100443
Filename
1100443
Link To Document