On the application of the Wald statistic to order estimation of ARMA models

D. Burshtein; E. Weinstein

doi:10.1109/9.83546

On the application of the Wald statistic to order estimation of ARMA models

IEEE Transactions on Automatic Control ◽

10.1109/9.83546 ◽

1991 ◽

Vol 36 (9) ◽

pp. 1091-1096 ◽

Cited By ~ 6

Author(s):

D. Burshtein ◽

E. Weinstein

Keyword(s):

Arma Models ◽

Wald Statistic ◽

Order Estimation

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System Order Estimation of ARMA Models by Ladder Canonical Forms

10.23919/acc.1983.4788261 ◽

1983 ◽

Author(s):

Daniel T. L. Lee

Keyword(s):

Canonical Forms ◽

Arma Models ◽

Order Estimation ◽

System Order

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Corrections: Order Estimation in Arma-Models by Lagrangian Multiplier Tests

The Annals of Statistics ◽

10.1214/aos/1176346529 ◽

1984 ◽

Vol 12 (2) ◽

pp. 785-785

Author(s):

B. M. Potscher

Keyword(s):

Lagrangian Multiplier ◽

Arma Models ◽

Order Estimation

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Order Estimation in ARMA-Models by Lagrangian Multiplier Tests

The Annals of Statistics ◽

10.1214/aos/1176346253 ◽

1983 ◽

Vol 11 (3) ◽

pp. 872-885 ◽

Cited By ~ 52

Author(s):

B. M. Potscher

Keyword(s):

Lagrangian Multiplier ◽

Arma Models ◽

Order Estimation

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Order Estimation of Multivariate ARMA Models

IEEE Journal of Selected Topics in Signal Processing ◽

10.1109/jstsp.2010.2048237 ◽

2010 ◽

Vol 4 (3) ◽

pp. 494-503 ◽

Cited By ~ 17

Author(s):

Tracey Cassar ◽

Kenneth P. Camilleri ◽

Simon G. Fabri

Keyword(s):

Arma Models ◽

Order Estimation

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Order estimation of AR and ARMA models

International Journal of Systems Science ◽

10.1080/00207728808547150 ◽

1988 ◽

Vol 19 (7) ◽

pp. 1143-1148 ◽

Cited By ~ 6

Author(s):

W. GAWRONSKI ◽

H. G. NATKE

Keyword(s):

Arma Models ◽

Order Estimation

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An improved method for differential item functioning detection in cognitive diagnosis models: An application of Wald statistic based on observed information matrix

Acta Psychologica Sinica ◽

10.3724/sp.j.1041.2016.00588 ◽

2016 ◽

Vol 48 (5) ◽

pp. 588 ◽

Cited By ~ 3

Author(s):

Yanlou LIU ◽

Tao XIN ◽

Lingqing LI ◽

Wei TIAN ◽

Xiaoxiao LIU

Keyword(s):

Differential Item Functioning ◽

Information Matrix ◽

Cognitive Diagnosis ◽

Wald Statistic ◽

Improved Method ◽

Cognitive Diagnosis Models ◽

Observed Information ◽

Observed Information Matrix ◽

Item Functioning

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Research on Data Compression Algorithm for Wireless Sensor Networks Based on Optimal Order Estimation and Distributed Clustering

JOURNAL OF ELECTRONICS INFORMATION TECHNOLOGY ◽

10.3724/sp.j.1146.2010.00529 ◽

2011 ◽

Vol 33 (3) ◽

pp. 569-574

Author(s):

Peng Jiang ◽

Sheng-qiang Li

Keyword(s):

Wireless Sensor Networks ◽

Sensor Networks ◽

Data Compression ◽

Compression Algorithm ◽

Wireless Sensor ◽

Optimal Order ◽

Distributed Clustering ◽

Order Estimation

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Sinusoidal Order Estimation using the Subspace Orthogonality and Shift-Invariance Properties

2007 Conference Record of the Forty-First Asilomar Conference on Signals, Systems and Computers ◽

10.1109/acssc.2007.4487294 ◽

2007 ◽

Cited By ~ 2

Author(s):

Mads Graesboll Christensen ◽

Andreas Jakobsson ◽

Soren Holdt Jensen

Keyword(s):

Invariance Properties ◽

Order Estimation ◽

Shift Invariance

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On Diagnostic Checking in ARMA models with Conditionally Heteroscedastic Martingale Difference Using Wavelet Methods

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.04.003 ◽

2021 ◽

Author(s):

Linyuan Li ◽

Pierre Duchesne ◽

Chu Pheuil Liou

Keyword(s):

Martingale Difference ◽

Arma Models ◽

Diagnostic Checking ◽

Wavelet Methods

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ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1988.tb00470.x ◽

1988 ◽

Vol 9 (3) ◽

pp. 265-279 ◽

Cited By ~ 1

Author(s):

Pham Dinh Tuan

Keyword(s):

Order Selection ◽

Arma Models ◽

Selection For

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