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On the estimation of the order of a moving-average process

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1 Author(s)
J. Chow ; Wayne State University, Detroit, MI, USA

The problem of estimating the order of a moving-average process will be considered. The procedure of estimation is to test whether the correlations \gamma (i) of the output observation approach zero after the i 's are greater than the order of the process.

Published in:

IEEE Transactions on Automatic Control  (Volume:17 ,  Issue: 3 )