OPTIMAL RANK-BASED PROCEDURES FOR TIME-SERIES ANALYSIS - TESTING AN ARMA MODEL AGAINST OTHER ARMA MODELS

被引：47

作者：

HALLIN, M

PURI, ML

机构：

[1] UNIV LIBRE BRUXELLES, INST STAT, B-1050 BRUSSELS, BELGIUM

[2] INDIANA UNIV, DEPT MATH, BLOOMINGTON, IN 47405 USA

来源：

关键词：

D O I：

10.1214/aos/1176350712

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：402 / 432

页数：31

共 31 条

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