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The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.
Metrika, Tome 32 (1985), pp. 129-150 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : asymptotic results, ARMA, ARMAX, Lagrange multiplier test, consistency, order estimation 
@article{MET_1985__32_175998,
     author = {B.M. P\"otscher},
     title = {The {Behaviour} of the {Lagrangian} {Multiplier} {Test} in {Testing} the {Orders} of an {ARMA-Model.}},
     journal = {Metrika},
     pages = {129--150},
     year = {1985},
     volume = {32},
     zbl = {0606.62101},
     url = {http://geodesic.mathdoc.fr/item/MET_1985__32_175998/}
}
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TI  - The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.
JO  - Metrika
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SP  - 129
EP  - 150
VL  - 32
UR  - http://geodesic.mathdoc.fr/item/MET_1985__32_175998/
ID  - MET_1985__32_175998
ER  - 
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%A B.M. Pötscher
%T The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.
%J Metrika
%D 1985
%P 129-150
%V 32
%U http://geodesic.mathdoc.fr/item/MET_1985__32_175998/
%F MET_1985__32_175998
B.M. Pötscher. The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.. Metrika, Tome 32 (1985), pp. 129-150. http://geodesic.mathdoc.fr/item/MET_1985__32_175998/