A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES

Hu‐Ming Zhang and Ping Wang

Journal of Time Series Analysis, 1994, vol. 15, issue 5, 545-559

Abstract: Abstract. In this paper we propose the order determination quantity (ODQ) as a new way to solve order estimation problems in time series analysis. We estimate orders according to ODQ > 0 or ODQ

Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:15:y:1994:i:5:p:545-559

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