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Title: Die Bestimmung des ARMA Modells der stationären Zeitreihe (German)
Title: Determination of the ARMA model of stationary time series (English)
Title: Určení ARMA modelu stacionárních časových řad (Czech)
Author: Král, Milan
Language: German
Journal: Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
ISSN: 0231-9721
Volume: 28
Issue: 1
Year: 1989
Pages: 227-242
Summary lang: Czech
Summary lang: Russian
Category: math
MSC: 62M10
MSC: 68A30
idZBL: Zbl 0701.62086
idMR: MR0334596
Date available: 2009-01-29T15:35:26Z
Last updated: 2012-05-03
Stable URL:
Reference: [1a] Priestly M.B. (1981): Spectral Analysis and Time Series.Vol.1, Academic Press, London, 362. MR 0628735
Reference: [1b] Kendall M., Stuart A., 0rd J.K. (1983): The Adwanced Theory of Statistics.Vol.III, Charles Griffin, London, 633.
Reference: [2] Priestly M.B.: .l.c. 3600 Zbl 0997.62519
Reference: [3] Revfeim K.J.A, (1969): Iterative Techniques for the Estimation of Parameters in Times Series Models.Ph.D. Thesis, University of Manchester.
Reference: [4] Priestly M.B.: .l.c. 356. Zbl 0997.62519
Reference: [5] Priestly M.B.: .l.c. 470. Zbl 0997.62519
Reference: [6] Priestly M.B.: .l.c. 483. Zbl 0997.62519
Reference: [7] Fletcher R., Powell M.J. (1969): A Rapidly Convergent Descent Method for Minimalization.CACM 12, 153.
Reference: [8] Priestly M.B.: .l.c. A VI Zbl 0997.62519


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