ORDER ESTIMATION IN ARMA-MODELS BY LAGRANGIAN MULTIPLIER TESTS

被引：51

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

页码：872 / 885

页数：14

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