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- E. J. Hannan
- The Australian National University
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- B. G. Quinn
- The Australian National University
書誌事項
- 公開日
- 1979-01-01
- 権利情報
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- https://academic.oup.com/journals/pages/open_access/funder_policies/chorus/standard_publication_model
- DOI
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- 10.1111/j.2517-6161.1979.tb01072.x
- 公開者
- Oxford University Press (OUP)
この論文をさがす
説明
<jats:title>Summary</jats:title> <jats:p>It is shown that a strongly consistent estimation procedure for the order of an autoregression can be based on the law of the iterated logarithm for the partial autocorrelations. As compared to other strongly consistent procedures this procedure will underestimate the order to a lesser degree.</jats:p>
収録刊行物
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- Journal of the Royal Statistical Society Series B: Statistical Methodology
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Journal of the Royal Statistical Society Series B: Statistical Methodology 41 (2), 190-195, 1979-01-01
Oxford University Press (OUP)