Matches in SemOpenAlex for { <https://semopenalex.org/work/W2322538864> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2322538864 endingPage "81" @default.
- W2322538864 startingPage "81" @default.
- W2322538864 abstract "Summary The three-stage Hannan & Rissanen (1982) procedure for selecting the order of an autoregressive moving average, ARMA, process is considered. An argument analogous to that used by Akaike (1970) when deriving his Final Prediction Error (FPE) criterion is adopted to derive a criterion to be used at Stage H. The asymptotic distribution of the estimated ARMA coefficients is derived, and an expression for the one-step mean squared error of prediction with estimated coefficients is given. The bias in estimating the parameters is examined. The proposed criterion is shown to be consistent. The finite sample behaviour relative to the corrected BIC criterion of Hannan & Kavalieris (1984) is investigated by a simulation study, and a comparison with a likelihood-based procedure of order selection is carried out." @default.
- W2322538864 created "2016-06-24" @default.
- W2322538864 creator A5062006336 @default.
- W2322538864 date "1991-04-01" @default.
- W2322538864 modified "2023-09-23" @default.
- W2322538864 title "Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process" @default.
- W2322538864 cites W1500470240 @default.
- W2322538864 cites W1587896874 @default.
- W2322538864 cites W1965478760 @default.
- W2322538864 cites W1966822490 @default.
- W2322538864 cites W1981417294 @default.
- W2322538864 cites W1994152191 @default.
- W2322538864 cites W1999641116 @default.
- W2322538864 cites W2005704430 @default.
- W2322538864 cites W2023488203 @default.
- W2322538864 cites W2030703096 @default.
- W2322538864 cites W2055152862 @default.
- W2322538864 cites W2061317273 @default.
- W2322538864 cites W2075206938 @default.
- W2322538864 cites W2111292279 @default.
- W2322538864 cites W2112101301 @default.
- W2322538864 cites W2172027528 @default.
- W2322538864 cites W2172208260 @default.
- W2322538864 cites W2321386475 @default.
- W2322538864 cites W2326712857 @default.
- W2322538864 cites W2403035479 @default.
- W2322538864 cites W2549568718 @default.
- W2322538864 cites W2798461040 @default.
- W2322538864 cites W2114001875 @default.
- W2322538864 cites W2499283847 @default.
- W2322538864 doi "https://doi.org/10.2307/1403576" @default.
- W2322538864 hasPublicationYear "1991" @default.
- W2322538864 type Work @default.
- W2322538864 sameAs 2322538864 @default.
- W2322538864 citedByCount "14" @default.
- W2322538864 countsByYear W23225388642012 @default.
- W2322538864 crossrefType "journal-article" @default.
- W2322538864 hasAuthorship W2322538864A5062006336 @default.
- W2322538864 hasConcept C105795698 @default.
- W2322538864 hasConcept C111919701 @default.
- W2322538864 hasConcept C149782125 @default.
- W2322538864 hasConcept C151406439 @default.
- W2322538864 hasConcept C159877910 @default.
- W2322538864 hasConcept C162324750 @default.
- W2322538864 hasConcept C187736073 @default.
- W2322538864 hasConcept C194657046 @default.
- W2322538864 hasConcept C24338571 @default.
- W2322538864 hasConcept C28826006 @default.
- W2322538864 hasConcept C30795276 @default.
- W2322538864 hasConcept C33923547 @default.
- W2322538864 hasConcept C41008148 @default.
- W2322538864 hasConcept C96250715 @default.
- W2322538864 hasConcept C98045186 @default.
- W2322538864 hasConceptScore W2322538864C105795698 @default.
- W2322538864 hasConceptScore W2322538864C111919701 @default.
- W2322538864 hasConceptScore W2322538864C149782125 @default.
- W2322538864 hasConceptScore W2322538864C151406439 @default.
- W2322538864 hasConceptScore W2322538864C159877910 @default.
- W2322538864 hasConceptScore W2322538864C162324750 @default.
- W2322538864 hasConceptScore W2322538864C187736073 @default.
- W2322538864 hasConceptScore W2322538864C194657046 @default.
- W2322538864 hasConceptScore W2322538864C24338571 @default.
- W2322538864 hasConceptScore W2322538864C28826006 @default.
- W2322538864 hasConceptScore W2322538864C30795276 @default.
- W2322538864 hasConceptScore W2322538864C33923547 @default.
- W2322538864 hasConceptScore W2322538864C41008148 @default.
- W2322538864 hasConceptScore W2322538864C96250715 @default.
- W2322538864 hasConceptScore W2322538864C98045186 @default.
- W2322538864 hasIssue "1" @default.
- W2322538864 hasLocation W23225388641 @default.
- W2322538864 hasOpenAccess W2322538864 @default.
- W2322538864 hasPrimaryLocation W23225388641 @default.
- W2322538864 hasRelatedWork W116313926 @default.
- W2322538864 hasRelatedWork W1653723966 @default.
- W2322538864 hasRelatedWork W2021851746 @default.
- W2322538864 hasRelatedWork W2143413412 @default.
- W2322538864 hasRelatedWork W2975100787 @default.
- W2322538864 hasRelatedWork W3123696830 @default.
- W2322538864 hasRelatedWork W4280562238 @default.
- W2322538864 hasRelatedWork W4366145459 @default.
- W2322538864 hasRelatedWork W81705085 @default.
- W2322538864 hasRelatedWork W95638186 @default.
- W2322538864 hasVolume "59" @default.
- W2322538864 isParatext "false" @default.
- W2322538864 isRetracted "false" @default.
- W2322538864 magId "2322538864" @default.
- W2322538864 workType "article" @default.