| 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:
|
http://hdl.handle.net/10338.dmlcz/120217 |
| . |
| 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 |
| . |
