scientific article; zbMATH DE number 5354451

zbMATH Open1149.62076MaRDI QIDQ3530754FDOQ3530754

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

Publication date: 20 October 2008

Title of this publication is not available (Why is that?)

Recommendations

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• TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION
• A Non‐parametric Test for Generalized First‐order Autoregressive Models

zbMATH Keywords

Laguerre polynomialsorder selectiondensity approximation

Mathematics Subject Classification ID

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

Cited In (3)

• Statistical tests for the order of a regression model based on a single series of observations
• Title not available (Why is that?)
• Two chi-square statistics for determining the orders p and q of an ARMA (p, q) process

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