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