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| Estimation of the Order of ABMA Model by Linear Procedures |
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Citation： |
Wang Shouren,Ghen Zhaoguo.Estimation of the Order of ABMA Model by Linear Procedures[J].Chinese Annals of Mathematics B,1985,6(1):53~70 |
| Page view： 727
Net amount： 773 |
Authors： |
Wang Shouren; Ghen Zhaoguo |
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| Abstract： |
Given an ARMA (p_0, q_0) sequence x(t), a linear procedure is used to estimate (p_0,q_0) and the strong consistency of the estimate is proved. |
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