• 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