OPTIMAL RANK-BASED PROCEDURES FOR TIME-SERIES ANALYSIS - TESTING AN ARMA MODEL AGAINST OTHER ARMA MODELS

被引：47
作者：
HALLIN, M
PURI, ML
机构：
[1] UNIV LIBRE BRUXELLES, INST STAT, B-1050 BRUSSELS, BELGIUM
[2] INDIANA UNIV, DEPT MATH, BLOOMINGTON, IN 47405 USA
来源：
ANNALS OF STATISTICS | 1988年 / 16卷 / 01期
关键词：
D O I：
10.1214/aos/1176350712
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：402 / 432
页数：31
相关论文
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