On the application of the Wald statistic to order estimation of ARMA models

DOI10.1109/9.83546zbMath0739.62070OpenAlexW1979474007MaRDI QIDQ3987136

David Burshtein, Ehud Weinstein

Publication date: 28 June 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.83546

zbMATH Keywords

Wald statisticconsistent estimationorder estimation of autoregressive-moving-average (ARMA) processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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