OPTIMAL CHOICE OF AR AND MA PARTS IN AUTOREGRESSIVE MOVING AVERAGE MODELS

[1] AKAIKE H, 1979, BIOMETRIKA, V66, P237, DOI 10.1093/biomet/66.2.237

[2] NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 716 - 723

[3] BOX AEP, 1976, TIME SERIES ANAL

[4] DEGUCHI K, 1978, IEEE T INFORM THEORY, V27, P738

[5] IMAGE DATA-COMPRESSION USING AUTOREGRESSIVE TIME-SERIES MODELS [J]. PATTERN RECOGNITION, 1979, 11 (5-6) : 313 - 323

[6] Erd~elyi A., 1956, ASYMPTOTIC EXPANSION

[7] FINE TL, 1979, IEEE T AUTOMAT CONTR, V24

[8] GUEGUEN C, 1980, ONR36 COL STAT U DEP

[9] THE ESTIMATION OF THE ORDER OF AN ARMA PROCESS [J]. ANNALS OF STATISTICS, 1980, 8 (05) : 1071 - 1081

[10] Kashyap R.L., 1976, DYNAMIC STOCHASTIC M

[1] AKAIKE H, 1979, BIOMETRIKA, V66, P237, DOI 10.1093/biomet/66.2.237

[2] NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 716 - 723

[3] BOX AEP, 1976, TIME SERIES ANAL

[4] DEGUCHI K, 1978, IEEE T INFORM THEORY, V27, P738

[5] IMAGE DATA-COMPRESSION USING AUTOREGRESSIVE TIME-SERIES MODELS [J]. PATTERN RECOGNITION, 1979, 11 (5-6) : 313 - 323

[6] Erd~elyi A., 1956, ASYMPTOTIC EXPANSION

[7] FINE TL, 1979, IEEE T AUTOMAT CONTR, V24

[8] GUEGUEN C, 1980, ONR36 COL STAT U DEP

[9] THE ESTIMATION OF THE ORDER OF AN ARMA PROCESS [J]. ANNALS OF STATISTICS, 1980, 8 (05) : 1071 - 1081

[10] Kashyap R.L., 1976, DYNAMIC STOCHASTIC M