The estimation of the order of an ARMA process (Q1148094)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The estimation of the order of an ARMA process |
scientific article |
Statements
The estimation of the order of an ARMA process (English)
0 references
1980
0 references
estimation of order of ARMA process
0 references
strong consistency
0 references
maximum lags
0 references
law of iterated logarithm
0 references
identification
0 references