A note on an iterative least-squares estimation method for ARMA and VARMA models (Q1927312): Difference between revisions

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+Recursive estimation of mixed autoregressive-moving average order
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+Q4225048
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+Linear Methods for Estimating Arma and Regression Models with Serial Correlation
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+Q4852355
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+https://doi.org/10.1016/s0165-1765(03)00005-3
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+W3121984467
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