Identification and hypothesis testing on ARIMA (p,d,q) models
type: Item
instance of: scholarly article
title: Identification and hypothesis testing on ARIMA (p,d,q) models
zbMATH Open document ID: 0676.62069
DOI: 10.1007/BF02006182
author: Hongye Gao
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 4107972
zbMATH Keywords: order determination
zbMATH Keywords: ARIMA(p,d,q) model
MaRDI profile type: Publication
cites work: Autocorrelation, autoregression and autoregressive approximation
cites work: Two limit theorems on ARIMA models
cites work: Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
cites work: Revisions in ARIMA Signal Extraction
cites work: Hypothesis Testing in ARIMA(p, 1, q) Models
cites work: TEMPORAL AGGREGATION IN THE ARIMA PROCESS
full work available at URL: https://doi.org/10.1007/bf02006182
OpenAlex ID: W2004263192
description: scientific article; zbMATH DE number 4107972