WorldCat Linked Data Explorer

Turtle N-Triple JSON-LD RDF/XML HTML Contact Us Home

http://worldcat.org/entity/work/id/43749225

ARMA model identification

Open All Close All

type

about

http://schema.org/about

author

creator

description

http://schema.org/description

  • "During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work."

genre

http://schema.org/genre

  • "Electronic books"

name

http://schema.org/name

  • "ARMA Model Identification"
  • "ARMA model identification"
  • "ARMA model identification"@en
  • "ARMA (Autoregressive moving-average) model identification"
  • "Arma model identification"

workExample