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- W2054799291 abstract "Abstract. A new version of the partial autocorrelation plot and a new family of subset autoregressive models are introduced. A comprehensive approach to model identification, estimation and diagnostic checking is developed for these models. These models are better suited to efficient model building of high-order autoregressions with long time series. Several illustrative examples are given." @default.
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- W2054799291 date "2006-07-01" @default.
- W2054799291 modified "2023-09-27" @default.
- W2054799291 title "Partial autocorrelation parameterization for subset autoregression" @default.
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- W2054799291 doi "https://doi.org/10.1111/j.1467-9892.2006.00481.x" @default.
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