scientific article; zbMATH DE number 972680

zbMATH Open0861.94010MaRDI QIDQ5691599

Abdelkader Mokkadem

Publication date: 19 May 1997

Title of this publication is not available (Why is that?)

zbMATH Keywords

order of an ARMA process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17)

Related Items (3)

Consistent order selection for ARFIMA processes ⋮ Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations ⋮ ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5691599)