Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process
提出一种递归方法,用于一致估计自回归移动平均(ARMA)过程的阶数,对时间序列建模和预测有参考价值。
R. J. Bhansali, Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process, International Statistical Review / Revue Internationale de Statistique, Vol. 59, No. 1 (Apr., 1991), pp. 81-96