Title :
On a procedure for testing the order of time series
Author_Institution :
Polytechnic Institute of Bucharest, Bucharest, Romania
fDate :
4/1/1981 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102648
