An order-testing criterion for mixed autoregressive moving average processes
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Publication:4109151
DOI10.1080/00207177408932784zbMath0341.62071MaRDI QIDQ4109151
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Publication date: 1974
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177408932784
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
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