scientific article; zbMATH DE number 4082791

MaRDI QIDQ3811570zbMATH OpenFDO

Authors S. M. Veres

Publication date 1988

zbMATH Keywords

Fisher information matrixGaussian ARMA processeslog likelihood ratiosmaximum likelihood estimatorsorder determinationoverparametrizationsecond order overparametrizationtesting procedure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(5)

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