Order estimation in ARMA-models by Lagrangian multiplier tests (Q1055135)
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scientific article; zbMATH DE number 3824997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order estimation in ARMA-models by Lagrangian multiplier tests |
scientific article; zbMATH DE number 3824997 |
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Order estimation in ARMA-models by Lagrangian multiplier tests (English)
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1983
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order estimation
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ARMA-models
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Lagrangian multiplier tests
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stepwise testing procedure
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strong consistency
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linear system
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