scientific article; zbMATH DE number 3786015

MaRDI QIDQ3963907zbMATH OpenFDO

Authors E. J. Hannan

Publication date 1982

zbMATH Keywords

asymptotic propertiesGaussian processspectral densityARMA modelswhite noiseoverestimationAkaike criterionautocorrelation test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cited in

(4)

• Testing in locally conic models, and application to mixture models
• Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
• ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS
• Estimating the dimension of a linear system

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