On the asymptotic distributions of the r and s arrays for identifying an arma process
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Publication:3135524
DOI10.1080/03610929108830696zbMath0800.62086OpenAlexW2011793820MaRDI QIDQ3135524
Publication date: 11 October 1993
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929108830696
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)