Geodesic
The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.
Metrika, Tome 32 (1985), pp. 129-150.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

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},
     publisher = {mathdoc},
     volume = {32},
     year = {1985},
     zbl = {0606.62101},
     url = {http://geodesic.mathdoc.fr/item/MET_1985__32_175998/}
}
TY  - JOUR
AU  - B.M. Pötscher
TI  - The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.
JO  - Metrika
PY  - 1985
SP  - 129
EP  - 150
VL  - 32
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MET_1985__32_175998/
ID  - MET_1985__32_175998
ER  - 
%0 Journal Article
%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
%I mathdoc
%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/