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IDENTIFICATION AND HYPOTHESIS TESTING ON ARIMA (p, d, q) MODELS

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摘要 ThispapereonsidersanARIMA（p,d,q）medel.Amethodforestimatingtheorderdandtestingthehypothesis:d=d0isgiven.Theasymptoticpropertiesoftheestimatorhavebeendiscussed.

DOI 54y698r1d0/731104

作者高洪业

机构地区不详

出处《应用数学学报：英文版》 1989年1期

关键词 ARIMA ESTIMATOR ASYMPTOTIC HYPOTHESIS estimating 五均

分类 [理学][基础数学]

出版日期 1989年01月11日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

应用数学学报：英文版

应用数学学报：英文版

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ARIMA ESTIMATOR ASYMPTOTIC HYPOTHESIS estimating 五均

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