Abstract
Summary In this paper we contrast the performance of three types of identification methods for univariate ARMA models: determinantal arrays, correlation methods, and order determination criteria. Simulation results of different model structures with varying numbers of observations are used to evaluate the approaches.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: International Statistical Review / Revue Internationale de Statistique
Paper Title
Journal
Date
