The estimation of the order of an ARMA process
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Publication:1148094
DOI10.1214/aos/1176345144zbMath0451.62068MaRDI 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
identification; law of iterated logarithm; strong consistency; estimation of order of ARMA process; maximum lags
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
60F15: Strong limit theorems
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