scientific article; zbMATH DE number 3786015

zbMATH Open0498.62078MaRDI QIDQ3963907FDOQ3963907

Authors: E. J. Hannan 

Publication date: 1982

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

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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