You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
A Note on Estimating Autoregressive-Moving Average Order
Vol. 78, No. 4 (Dec., 1991), pp. 920-922
Stable URL: http://www.jstor.org/stable/2336945
Page Count: 3
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
A method for the estimation of parameters and model orders in an autoregressive-moving average system was introduced by Hannan & Rissanen (1982). That method may overestimate the model orders. Here an information theoretic order estimation procedure is introduced and shown to be consistent. Simulations show that the method performs well for moderate sample sizes.
Biometrika © 1991 Biometrika Trust