New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models (Q689413): Difference between revisions

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+https://doi.org/10.1016/0378-3758(93)90140-2
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+W2032214109
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+A new look at the statistical model identification
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+Q5631966
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+Q3896388
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+A Note on the Generation of Random Normal Deviates
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+The estimation of the order of an ARMA process
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+Recursive estimation of mixed autoregressive-moving average order
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+Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
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+FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
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+ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES
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+On the use of autoregressive order determination criteria in univariate white noise tests
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+Modeling by shortest data description
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+Estimating the dimension of a model
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+Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
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