scientific article; zbMATH DE number 5354451

MaRDI QIDQ3530754zbMATH OpenFDO

Authors John N. Haddad, Serge B. Provost, Deepak Sanjel

Publication date 20 October 2008

zbMATH Keywords

density approximationLaguerre polynomialsorder selection

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Parametric hypothesis testing (62F03) Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• Statistical tests for the order of a regression model based on a single series of observations
• scientific article; zbMATH DE number 4045616 (Why is no real title available?)
• Two chi-square statistics for determining the orders p and q of an ARMA (p, q) process

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