×

zbMATH — the first resource for mathematics

The estimation of the order of an ARMA process. (English) Zbl 0451.62068

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F12 Asymptotic properties of parametric estimators
60F15 Strong limit theorems
91B84 Economic time series analysis
PDF BibTeX XML Cite
Full Text: DOI