Title : 
Comments on "On estimating the orders of an autoregressive moving-average process with uncertain observations"
         
        
        
            Author_Institution : 
University of Alaska, Fairbanks, AK, USA
         
        
        
        
        
            fDate : 
12/1/1973 12:00:00 AM
         
        
        
        
            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;
         
        
        
            Journal_Title : 
Automatic Control, IEEE Transactions on
         
        
        
        
        
            DOI : 
10.1109/TAC.1973.1100443