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

(整期优先)网络出版时间:1989-01-11
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ThispapereonsidersanARIMA(p,d,q)medel.Amethodforestimatingtheorderdandtestingthehypothesis:d=d0isgiven.Theasymptoticpropertiesoftheestimatorhavebeendiscussed.