Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes

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Publication:1568265

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DOI10.1214/aos/1017938921zbMath0957.62073OpenAlexW2147147647MaRDI QIDQ1568265

Didier Dacunha-Castelle, Elisabeth Gassiat

Publication date: 29 March 2001

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1017938921

zbMATH Keywords

model selection mixtures ARMA processes nonidentifiable models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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