Determination of the ARMA model of stationary time series

Milan Král

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica (1989)

  • Volume: 28, Issue: 1, page 227-242
  • ISSN: 0231-9721

How to cite

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Král, Milan. "Die Bestimmung des ARMA Modells der stationären Zeitreihe." Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 28.1 (1989): 227-242. <http://eudml.org/doc/23496>.

@article{Král1989,
author = {Král, Milan},
journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
keywords = {ARMA model; stationary time series; AIC criterion; frequency domain},
language = {ger},
number = {1},
pages = {227-242},
publisher = {Palacký University Olomouc},
title = {Die Bestimmung des ARMA Modells der stationären Zeitreihe},
url = {http://eudml.org/doc/23496},
volume = {28},
year = {1989},
}

TY - JOUR
AU - Král, Milan
TI - Die Bestimmung des ARMA Modells der stationären Zeitreihe
JO - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY - 1989
PB - Palacký University Olomouc
VL - 28
IS - 1
SP - 227
EP - 242
LA - ger
KW - ARMA model; stationary time series; AIC criterion; frequency domain
UR - http://eudml.org/doc/23496
ER -

References

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  1. Priestly M.B. (1981), Spectral Analysis and Time Series, Vol.1, Academic Press, London, 362. MR0628735
  2. Kendall M., Stuart A., 0rd J.K. (1983), The Adwanced Theory of Statistics, Vol.III, Charles Griffin, London, 633. 
  3. Priestly M.B., [unknown], l.c. 3600 Zbl0997.62519
  4. Revfeim K.J.A, (1969), Iterative Techniques for the Estimation of Parameters in Times Series Models, Ph.D. Thesis, University of Manchester. 
  5. Priestly M.B., [unknown], l.c. 356. Zbl0997.62519
  6. Priestly M.B., [unknown], l.c. 470. Zbl0997.62519
  7. Priestly M.B., [unknown], l.c. 483. Zbl0997.62519
  8. Fletcher R., Powell M.J. (1969), A Rapidly Convergent Descent Method for Minimalization, CACM 12, 153. Zbl0132.11603
  9. Priestly M.B., [unknown], l.c. A VI Zbl0997.62519

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