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Biometrika 1979 66(3):672-674; doi:10.1093/biomet/66.3.672
© 1979 by Biometrika Trust
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Miscellanea

A note on autoregressive-moving average identification

E. J. HANNAN

Department of Statistics, Australian National University Canberra

A discussion is given of the identification and parameterization of autoregressive-moving average systems in relation to the use of certain canonical forms.

Key Words: Autoregressive-moving average system • Canonical form • Identification • McMillan degree • Prior constraint • Time series


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