Identification and hypothesis testing on ARIMA (p,d,q) models

DOI10.1007/BF02006182zbMath0676.62069OpenAlexW2004263192MaRDI QIDQ1122913

Hongye Gao

Publication date: 1989

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02006182

zbMATH Keywords

order determinationARIMA(p,d,q) model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Cites Work

• Autocorrelation, autoregression and autoregressive approximation
• Two limit theorems on ARIMA models
• Hypothesis Testing in ARIMA(p, 1, q) Models
• Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
• TEMPORAL AGGREGATION IN THE ARIMA PROCESS
• Revisions in ARIMA Signal Extraction

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