ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES (Q3028140)
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scientific article; zbMATH DE number 4015974
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| English | ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES |
scientific article; zbMATH DE number 4015974 |
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ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES (English)
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1987
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chi-square tests of fit
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overparametrized ARMA processes
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autoregressive moving average processes
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model identification
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Gaussian white noise
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ARMA(n,m) process
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log likelihood ratios
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invariant
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simulation study
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likelihood ratio test
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model order reduction
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0.8915882
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0.88926905
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