scientific article; zbMATH DE number 19725

MaRDI QIDQ3979224zbMATH OpenFDO

Authors Hongzhi An, Hongye Gao

Publication date 26 June 1992

zbMATH Keywords

ARIMA(p,d,q) modellimit propertiesmodel identificationnonstationary processesorder estimationtestingtime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 3928146
• scientific article; zbMATH DE number 3909577
• On the identification of ARMA echelon-form models
• Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters
• THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS
• Identifiability of general ARMA processes using linear cumulant-based estimators

Cited in

(6)

• Two limit theorems on ARIMA models
• Identification and hypothesis testing on ARIMA (p,d,q) models
• Some properties of periodogram of autoregressive integrated moving average process
• Hypothesis Testing in ARIMA(p, 1, q) Models
• scientific article; zbMATH DE number 3984398 (Why is no real title available?)
• Model identification for time series with dependent innovations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3979224)