Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (Q4490158): Difference between revisions

Latest revision as of 11:43, 30 May 2024

scientific article; zbMATH DE number 1473052

Language	Label	Description	Also known as
English	Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models	scientific article; zbMATH DE number 1473052

Statements

instance of

scholarly article

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title

Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (English)

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zbMATH Open document ID

0968.62539

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DOI

10.1080/03610910008813613

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Communications in Statistics - Simulation and Computation

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publication date

10 July 2000

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Mathematics Subject Classification ID

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ARIMA models

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differencing

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identification

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residual white noise autoregressive criterion

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time series

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unit roots

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610910008813613

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OpenAlex ID

W2133221379

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cites work

Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process

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Q4137964

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Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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Q4124141

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The estimation of the order of an ARMA process

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A method for autoregressive-moving average estimation

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GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS

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New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models

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On a measure of lack of fit in time series models

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Time Series Regression with a Unit Root

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Testing for a unit root in time series regression

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ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS

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Testing for unit roots in autoregressive-moving average models of unknown order

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Hypothesis Testing in ARIMA(p, 1, q) Models

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Deciding between I(1) and I(0)

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Modeling Multiple Times Series with Applications

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Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models

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Sitelinks

Mathematics(1 entry)

mardi Publication:4490158

@@ Property / cites work @@
+Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process
+Normal rank
@@ Property / cites work @@
+Q4137964
@@ Property / cites work: Q4137964 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+The estimation of the order of an ARMA process
@@ Property / cites work: The estimation of the order of an ARMA process / rank @@
+Normal rank
@@ Property / cites work @@
+A method for autoregressive-moving average estimation
+Normal rank
@@ Property / cites work @@
+GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS
+Normal rank
@@ Property / cites work @@
+New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models
+Normal rank
@@ Property / cites work @@
+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing in ARIMA(p, 1, q) Models
@@ Property / cites work: Hypothesis Testing in ARIMA(p, 1, q) Models / rank @@
+Normal rank
@@ Property / cites work @@
+Deciding between I(1) and I(0)
@@ Property / cites work: Deciding between I(1) and I(0) / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling Multiple Times Series with Applications
@@ Property / cites work: Modeling Multiple Times Series with Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
+Normal rank