• DocumentCode
    835622
  • Title

    On a procedure for testing the order of time series

  • Author

    Stoica, Petre

  • Author_Institution
    Polytechnic Institute of Bucharest, Bucharest, Romania
  • Volume
    26
  • Issue
    2
  • fYear
    1981
  • fDate
    4/1/1981 12:00:00 AM
  • Firstpage
    572
  • Lastpage
    573
  • Abstract
    Theoretical justification of a procedure for estimating the orders of autoregressive moving-average (ARMA) processes solely from the observations is presented.
  • Keywords
    Autoregressive moving-average processes; Covariance matrix; Equations; Influenza; Null space; Polynomials; Silver; Statistical analysis; Statistical distributions; Target tracking; Testing;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1981.1102648
  • Filename
    1102648
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=835622