Determination of the ARMA model of stationary time series
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica (1989)
- Volume: 28, Issue: 1, page 227-242
- ISSN: 0231-9721
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How to cite
topKrál, 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
top- Priestly M.B. (1981), Spectral Analysis and Time Series, Vol.1, Academic Press, London, 362. MR0628735
- Kendall M., Stuart A., 0rd J.K. (1983), The Adwanced Theory of Statistics, Vol.III, Charles Griffin, London, 633.
- Priestly M.B., [unknown], l.c. 3600 Zbl0997.62519
- Revfeim K.J.A, (1969), Iterative Techniques for the Estimation of Parameters in Times Series Models, Ph.D. Thesis, University of Manchester.
- Priestly M.B., [unknown], l.c. 356. Zbl0997.62519
- Priestly M.B., [unknown], l.c. 470. Zbl0997.62519
- Priestly M.B., [unknown], l.c. 483. Zbl0997.62519
- Fletcher R., Powell M.J. (1969), A Rapidly Convergent Descent Method for Minimalization, CACM 12, 153.
- Priestly M.B., [unknown], l.c. A VI Zbl0997.62519
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