ORDER ESTIMATION IN ARMA-MODELS BY LAGRANGIAN MULTIPLIER TESTS

被引：50
|
作者：
POTSCHER, BM [1 ]
机构：
[1] VIENNA TECH UNIV,INST OKONOMETR,A-1040 VIENNA,AUSTRIA
来源：
ANNALS OF STATISTICS | 1983年 / 11卷 / 03期
关键词：
D O I：
10.1214/aos/1176346253
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：872 / 885
页数：14
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