A Simple Method for Estimating the Orders of ARMA Processes

Sun-Ji LEE; Yuichi YOSHIDA

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Sun-Ji LEE, Yuichi YOSHIDA, "A Simple Method for Estimating the Orders of ARMA Processes" in IEICE TRANSACTIONS on transactions, vol. E69-E, no. 8, pp. 830-833, August 1986, doi: .
Abstract: A simple method is proposed for estimating the orders of ARMA processes for which the autocorrelations are given. Main efforts are made to estimate the AR order by applying the fast algorithm to solve non-symmetric Toeplitz equations. Numerical examples show the advantages of the method.
URL: https://global.ieice.org/en_transactions/transactions/10.1587/e69-e_8_830/_p

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@ARTICLE{e69-e_8_830,
author={Sun-Ji LEE, Yuichi YOSHIDA, },
journal={IEICE TRANSACTIONS on transactions},
title={A Simple Method for Estimating the Orders of ARMA Processes},
year={1986},
volume={E69-E},
number={8},
pages={830-833},
abstract={A simple method is proposed for estimating the orders of ARMA processes for which the autocorrelations are given. Main efforts are made to estimate the AR order by applying the fast algorithm to solve non-symmetric Toeplitz equations. Numerical examples show the advantages of the method.},
keywords={},
doi={},
ISSN={},
month={August},}

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TY - JOUR
TI - A Simple Method for Estimating the Orders of ARMA Processes
T2 - IEICE TRANSACTIONS on transactions
SP - 830
EP - 833
AU - Sun-Ji LEE
AU - Yuichi YOSHIDA
PY - 1986
DO -
JO - IEICE TRANSACTIONS on transactions
SN -
VL - E69-E
IS - 8
JA - IEICE TRANSACTIONS on transactions
Y1 - August 1986
AB - A simple method is proposed for estimating the orders of ARMA processes for which the autocorrelations are given. Main efforts are made to estimate the AR order by applying the fast algorithm to solve non-symmetric Toeplitz equations. Numerical examples show the advantages of the method.
ER -