ARMA Model Identification:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
1992
|
| Schriftenreihe: | Springer Series in Statistics, Probability and its Applications
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work |
| Beschreibung: | 1 Online-Ressource (XII, 200p) |
| ISBN: | 9781461397458 9781461397472 |
| ISSN: | 0172-7397 |
| DOI: | 10.1007/978-1-4613-9745-8 |
Internformat
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Datensatz im Suchindex
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| any_adam_object | |
| author | Choi, ByoungSeon |
| author_facet | Choi, ByoungSeon |
| author_role | aut |
| author_sort | Choi, ByoungSeon |
| author_variant | b c bc |
| building | Verbundindex |
| bvnumber | BV042420831 |
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| dewey-ones | 519 - Probabilities and applied mathematics |
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| discipline | Mathematik |
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| format | Electronic eBook |
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| id | DE-604.BV042420831 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:07Z |
| institution | BVB |
| isbn | 9781461397458 9781461397472 |
| issn | 0172-7397 |
| language | English |
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| publishDate | 1992 |
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| publisher | Springer US |
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| series2 | Springer Series in Statistics, Probability and its Applications |
| spelling | Choi, ByoungSeon Verfasser aut ARMA Model Identification by ByoungSeon Choi New York, NY Springer US 1992 1 Online-Ressource (XII, 200p) txt rdacontent c rdamedia cr rdacarrier Springer Series in Statistics, Probability and its Applications 0172-7397 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 functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work Statistics Statistics, general Statistik Autokorrelation (DE-588)4335202-9 gnd rswk-swf Systemidentifikation (DE-588)4121753-6 gnd rswk-swf ARMA-Modell (DE-588)4002933-5 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Lineares Modell (DE-588)4134827-8 gnd rswk-swf Lineares Modell (DE-588)4134827-8 s Statistik (DE-588)4056995-0 s 1\p DE-604 ARMA-Modell (DE-588)4002933-5 s 2\p DE-604 Systemidentifikation (DE-588)4121753-6 s 3\p DE-604 Autokorrelation (DE-588)4335202-9 s 4\p DE-604 https://doi.org/10.1007/978-1-4613-9745-8 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Choi, ByoungSeon ARMA Model Identification Statistics Statistics, general Statistik Autokorrelation (DE-588)4335202-9 gnd Systemidentifikation (DE-588)4121753-6 gnd ARMA-Modell (DE-588)4002933-5 gnd Statistik (DE-588)4056995-0 gnd Lineares Modell (DE-588)4134827-8 gnd |
| subject_GND | (DE-588)4335202-9 (DE-588)4121753-6 (DE-588)4002933-5 (DE-588)4056995-0 (DE-588)4134827-8 |
| title | ARMA Model Identification |
| title_auth | ARMA Model Identification |
| title_exact_search | ARMA Model Identification |
| title_full | ARMA Model Identification by ByoungSeon Choi |
| title_fullStr | ARMA Model Identification by ByoungSeon Choi |
| title_full_unstemmed | ARMA Model Identification by ByoungSeon Choi |
| title_short | ARMA Model Identification |
| title_sort | arma model identification |
| topic | Statistics Statistics, general Statistik Autokorrelation (DE-588)4335202-9 gnd Systemidentifikation (DE-588)4121753-6 gnd ARMA-Modell (DE-588)4002933-5 gnd Statistik (DE-588)4056995-0 gnd Lineares Modell (DE-588)4134827-8 gnd |
| topic_facet | Statistics Statistics, general Statistik Autokorrelation Systemidentifikation ARMA-Modell Lineares Modell |
| url | https://doi.org/10.1007/978-1-4613-9745-8 |
| work_keys_str_mv | AT choibyoungseon armamodelidentification |