The estimation of the order of an ARMA process (Q1148094)

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The estimation of the order of an ARMA process
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    title
    The estimation of the order of an ARMA process (English)
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    author
    E. J. Hannan
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    publication date
    1980
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    Mathematics Subject Classification ID
    62M10
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    62F12
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    60F15
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    91B84
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    zbMATH DE Number
    3705751
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    zbMATH Keywords
    estimation of order of ARMA process
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    strong consistency
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    maximum lags
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    law of iterated logarithm
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    identification
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