Utilizing Complex-Values S-Arrays in the Modeling of ARMA Processes.

Abstract

The problem of estimating order, (p,q) of an ARMA (p,q) process is considered. An extension of the Gray, Kelley, and McIntire (1978) method of estimating (p,q) is proposed and shown to be particularly useful for processes whose spectra have a certain form. Simulated data is used to illustrate the usefulness of the extension. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1981
Accession Number
ADA109533

Entities

People

  • Henry L. Gray
  • Jeffrey D. Hart

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Autocorrelation
  • Complex Numbers
  • Data Science
  • Equations
  • Frequency
  • Information Science
  • Numbers
  • Plastic Explosives
  • Random Variables
  • Real Variables
  • Reliability
  • Sequences
  • Spectra
  • Statistics
  • Stochastic Processes
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Statistical inference.