ORDER ESTIMATION OF AR AND ARMA MODELS

被引:0
|
作者
GAWRONSKI, W
NATKE, HG
机构
[1] Curt-Risch-Institut, University of Hannover, 3000 Hannover 1, Germany
关键词
D O I
10.1080/00207728808547150
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A method for determining the order of an AR and ARMA model is presented based on the system-balancing theory. © 1988, Copyright Taylor & Francis Group, LLC.
引用
收藏
页码:1143 / 1148
页数:6
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