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Algorithm AS-237: The corner method for identifying autoregressive-moving average models

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  • Bertrand Mareschal
  • Guy Melard

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  • Bertrand Mareschal & Guy Melard, 1988. "Algorithm AS-237: The corner method for identifying autoregressive-moving average models," ULB Institutional Repository 2013/13704, ULB -- Universite Libre de Bruxelles.
    • Handle: RePEc:ulb:ulbeco:2013/13704
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    Cited by:

    1. Guy Melard & Marianne Paesmans & Roch Roy, 1991. "Consistent estimation of the asymptotic covariance structure of multivariate serial correlation," ULB Institutional Repository 2013/13722, ULB -- Universite Libre de Bruxelles.
    2. Chan, Wai-Sum, 1999. "A comparison of some of pattern identification methods for order determination of mixed ARMA models," Statistics & Probability Letters, Elsevier, vol. 42(1), pages 69-79, March.
    3. Hella, Heikki, 2003. "On robust ESACF identification of mixed ARIMA models," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2003_027, July.

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