On the Use of the General Partial Autocorrelation Function for Order Determination in $\operatorname{ARMA}(p, q)$ Processes
| Autor: | Davies, Neville, Petruccelli, Joseph D. |
|---|---|
| Zdroj: | Journal of the American Statistical Association, 1984 Jun 01. 79(386), 374-377. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|