On the application of the Wald statistic to order estimation of ARMA models (Q3987136)
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scientific article; zbMATH DE number 30877
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| English | On the application of the Wald statistic to order estimation of ARMA models |
scientific article; zbMATH DE number 30877 |
Statements
On the application of the Wald statistic to order estimation of ARMA models (English)
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28 June 1992
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consistent estimation
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order estimation of autoregressive-moving-average (ARMA) processes
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Wald statistic
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0.8331459164619446
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