The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model
| Year of publication: |
1985
|
|---|---|
| Authors: | Pötscher, B. |
| Published in: |
Metrika. - Springer. - Vol. 32.1985, 1, p. 129-150
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| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005598666