Zhang Xianda. Two New Method for Order Determination Of an MA Model Using Autocorrelations[J]. Acta Electronica Sinica, 1994, (7).DOI:
用自相关确定MA模型阶数的二种新方法
摘要
本文提出利用样本自相关确定一高斯MA模型阶次的二种新方法。仿真例子证明了新方法的有效性。
Abstract
Two new methods are proposed for determining the order of a Gaussian MA model from sample autocorrelations.Simulation examples show the efficiency of the new methods.