The estimation of the order of an ARMA process
type: Item
instance of: scholarly article
title: The estimation of the order of an ARMA process
zbMATH Open document ID: 0451.62068
author: E. J. Hannan
published in: The Annals of Statistics
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 3705751
zbMATH Keywords: estimation of order of ARMA process
zbMATH Keywords: strong consistency
zbMATH Keywords: maximum lags
zbMATH Keywords: law of iterated logarithm
zbMATH Keywords: identification
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176345144
OpenAlex ID: W2030703096
DOI: 10.1214/AOS/1176345144
description: scientific article; zbMATH DE number 3705751