Order Identification Statistics in Stationary Autoregressive Moving-Average Models: Vector Autocorrelations and the Bootstrap

Authors
E. Paparoditis B. Streitberg
Citation
E. Paparoditis et B. Streitberg, Order Identification Statistics in Stationary Autoregressive Moving-Average Models: Vector Autocorrelations and the Bootstrap, Journal of time series analysis, 13(05), 1992, pp. 415
Journal title
Journal of time series analysis → ACNP
ISSN journal
01439782
Volume
13
Issue
05
Year of publication
1992
Database
ICR
SICI code
0143-9782(1992)13:05<415:OISISA>2.0.ZU;2-F