THE ESTIMATION OF THE ORDER OF AN ARMA PROCESS

[1] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 243 - &

[2] Akaike H., 1977, APPL STAT, P27

[3] MARTINGALE TRANSFORMS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06): : 1494 - &

[4] VECTOR LINEAR TIME SERIES MODELS [J]. ADVANCES IN APPLIED PROBABILITY, 1976, 8 (02) : 339 - 364

[5] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 2058 - 2066

[6] HANNAN EJ, 1979, J ROY STAT SOC B MET, V41, P190

[7] Hannan J., 2013, TECH NOTE, V43153

[8] HEYDE CC, 1978, ANN PROBABILITY, V1, P428

[9] Moran P. A. P., 1968, INTRO PROBABILITY TH

[10] MORICZ F, 1976, Z WAHRSCHEINLICHKEIT, V35, P298

[1] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 243 - &

[2] Akaike H., 1977, APPL STAT, P27

[3] MARTINGALE TRANSFORMS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06): : 1494 - &

[4] VECTOR LINEAR TIME SERIES MODELS [J]. ADVANCES IN APPLIED PROBABILITY, 1976, 8 (02) : 339 - 364

[5] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 2058 - 2066

[6] HANNAN EJ, 1979, J ROY STAT SOC B MET, V41, P190

[7] Hannan J., 2013, TECH NOTE, V43153

[8] HEYDE CC, 1978, ANN PROBABILITY, V1, P428

[9] Moran P. A. P., 1968, INTRO PROBABILITY TH

[10] MORICZ F, 1976, Z WAHRSCHEINLICHKEIT, V35, P298