A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL

Pham Dinh Tuan

Journal of Time Series Analysis, 1984, vol. 5, issue 4, 273-279

Abstract: Abstract. Several recursive relations concerning some statistics useful in identifying the order of autoregressive moving average are derived and the asymptotic behaviour of these statistics are studied.

Date: 1984
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