Estimating the order of moving average models: the max X2method
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Publication:4172824
DOI10.1080/03610927808827619zbMath0391.62065MaRDI QIDQ4172824
Publication date: 1978
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610927808827619
Estimating; Autoregressive Model; Hannan's Procedure; Max Chi Square Method; Mc Clave's Algorithm; Order of Moving Average Models; Parzen-Clevenson Method
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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