Cover Image

ARMA Model Identification /

Show other versions (1)

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 ass...

Full description

Bibliographic Details
Main Author:	Choi, ByoungSeon
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer US, 1992.
Series:	Springer series in statistics. Probability and its applications.
Subjects:	Statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book

Similar Items

ARMA model identification /
by: Choi, ByoungSeon
Published: (1992)

Statistical Modelling : Proceedings of GLIM 89 and the 4th International Workshop on Statistical Modelling held in Trento, Italy, July 17-21, 1989 /
by: Decarli, A. (Adriano)
Published: (1989)

Estimation in Semiparametric Models : Some Recent Developments /
by: Pfanzagl, J. (Johann)
Published: (1990)

Stochastic Optimization and Economic Models /
by: Sengupta, Jati K.
Published: (1986)

Model-Oriented Design of Experiments /
by: Fedorov, Valerii V.
Published: (1997)

Models for Uncertainty in Educational Testing /
by: Longford, Nicholas T.
Published: (1995)

Parametric Statistical Models and Likelihood /
by: Barndorff-Nielsen, O. E. (Ole E.)
Published: (1988)

Fitting Linear Models : an Application of Conjugate Gradient Algorithms /
by: Mclntosh, Allen
Published: (1982)

Graphs as Structural Models : the Application of Graphs and Multigraphs in Cluster Analysis /
by: Godehardt, Erhard
Published: (1988)

A Statistical Model : Frederick Mosteller's Contributions to Statistics, Science, and Public Policy /
by: Fienberg, Stephen E.
Published: (1990)

Modelling Longitudinal and Spatially Correlated Data /
by: Gregoire, T. G.
Published: (1997)

Statistical Models Based on Counting Processes /
by: Andersen, Per Kragh
Published: (1993)

Stochastic Epidemic Models and Their Statistical Analysis /
by: Andersson, Håkan, 1964-
Published: (2000)

Linear Mixed Models in Practice : a SAS-Oriented Approach /
by: Verbeke, Geert
Published: (1997)

Specifying Statistical Models : From Parametric to Non-Parametric, Using Bayesian or Non-Bayesian Approaches /
by: Florens, J. P.
Published: (1983)

Multivariate Statistical Modeling and Data Analysis : Proceedings of the Advanced Symposium on Multivariate Modeling and Data Analysis May 15-16, 1986 /
by: Bozdogan, H.
Published: (1987)

Generalized Linear Models : Proceedings of the GLIM 85 Conference held at Lancaster, UK, Sept. 16-19, 1985 /
by: Gilchrist, Robert
Published: (1985)

Mathematical Learning Models -- Theory and Algorithms : Proceedings of a Conference /
by: Herkenrath, Ulrich
Published: (1983)

Stochastic Space--Time Models and Limit Theorems /
by: Arnold, L.
Published: (1985)

Decomposition and Invariance of Measures, and Statistical Transformation Models /
by: Barndorff-Nielsen, Ole E.
Published: (1989)

ITSM: An Interactive Time Series Modelling Package for the PC /
by: Brockwell, Peter J.
Published: (1991)

An Introduction to Bispectral Analysis and Bilinear Time Series Models /
by: Subba Rao, T.
Published: (1984)

GLIM 82: Proceedings of the International Conference on Generalised Linear Models /
by: Gilchrist, Robert
Published: (1982)

Stochastic Models, Statistical Methods, and Algorithms in Image Analysis : Proceedings of the Special Year on Image Analysis, held in Rome, Italy, 1990 /
by: Barone, Piero
Published: (1992)

Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis : a Frequency Domain Approach /
by: Terdik, György
Published: (1999)

Introduction to Reliability Analysis : Probability Models and Statistical Methods /
by: Zacks, Shelemyahu
Published: (1992)

Computing Science and Statistics : Statistics of Many Parameters: Curves, Images, Spatial Models /
by: Page, Connie
Published: (1992)

A Modern Course on Statistical Distributions in Scientific Work : Volume 2 -- Model Building and Model Selection Proceedings of the NATO Advanced Study Institute held at the University of Calgary, Calgary, Alberta, Canada July 29 - August 10, 1974 /
by: Patil, G. P.
Published: (1975)

Introduction to Graphical Modelling /
by: Edwards, David
Published: (2000)

Regression Modeling Strategies : With Applications to Linear Models, Logistic Regression, and Survival Analysis /
by: Harrell, Frank E.
Published: (2001)

Stochastic Population Models : a Compartmental Perspective /
by: Matis, James H.
Published: (2000)

Smoothing Spline ANOVA Models /
by: Gu, Chong
Published: (2002)

Estimation of Disequilibrium Models /
by: Büttler, Hans-Jürg
Published: (1986)

A Modern Course on Statistical Distributions in Scientific Work : Volume 1 -- Models and Structures Proceedings of the NATO Advanced Study Institute held at the University of Calgagry, Calgary, Alberta, Canada July 29 - August 10, 1974 /
by: Patil, G. P.
Published: (1975)

Advanced Linear Modeling : Multivariate, Time Series, and Spatial Data ; Nonparametric Regression and Response Surface Maximization /
by: Christensen, Ronald
Published: (2001)

Forecasting Models for National Economic Planning /
by: Heesterman, A. R. G.
Published: (1971)

Allocation Models and their Use in Economic Planning /
by: Heesterman, A. R. G.
Published: (1971)

Nonparametric Goodness-of-Fit Testing Under Gaussian Models /
by: Ingster, Yu. I.
Published: (2003)

Analysis of Variance in Experimental Design /
by: Lindman, Harold R.
Published: (1992)

Prediction Theory for Finite Populations /
by: Bolfarine, Heleno
Published: (1992)