The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.

B.M. Pötscher

Metrika (1985)

  • Volume: 32, page 129-150
  • ISSN: 0026-1335; 1435-926X/e

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Pötscher, B.M.. "The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.." Metrika 32 (1985): 129-150. <http://eudml.org/doc/175998>.

@article{Pötscher1985,
author = {Pötscher, B.M.},
journal = {Metrika},
keywords = {asymptotic results; ARMA; ARMAX; Lagrange multiplier test; consistency; order estimation},
pages = {129-150},
title = {The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.},
url = {http://eudml.org/doc/175998},
volume = {32},
year = {1985},
}

TY - JOUR
AU - Pötscher, B.M.
TI - The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.
JO - Metrika
PY - 1985
VL - 32
SP - 129
EP - 150
KW - asymptotic results; ARMA; ARMAX; Lagrange multiplier test; consistency; order estimation
UR - http://eudml.org/doc/175998
ER -

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