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Arma Model Identification


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Arma Model Identification - Choi, Byoungseon
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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 assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation ...

Arma Model Identification 2012, Springer

ISBN-13: 9781461397472

Trade paperback

Arma Model Identification 1992, Springer, New York, NY

ISBN-13: 9780387977959

1992 edition