• DocumentCode
    808667
  • Title

    On the estimation of the order of a moving-average process

  • Author

    Chow, Joe

  • Author_Institution
    Wayne State University, Detroit, MI, USA
  • Volume
    17
  • Issue
    3
  • fYear
    1972
  • fDate
    6/1/1972 12:00:00 AM
  • Firstpage
    386
  • Lastpage
    387
  • Abstract
    The problem of estimating the order of a moving-average process will be considered. The procedure of estimation is to test whether the correlations \\gamma (i) of the output observation approach zero after the i \´s are greater than the order of the process.
  • Keywords
    Estimation; Moving-average processes; Contracts; Equations; Least squares approximation; Parameter estimation; Physics; Probability distribution; Stochastic processes; Sufficient conditions; Testing; Transfer functions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1972.1099977
  • Filename
    1099977
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=808667