The estimation of the order of an ARMA process
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Publication:1148094
DOI10.1214/AOS/1176345144zbMath0451.62068OpenAlexW2030703096MaRDI QIDQ1148094
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345144
identificationlaw of iterated logarithmstrong consistencyestimation of order of ARMA processmaximum lags
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Strong limit theorems (60F15)
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