Testing the order of a model using locally conic parametrization: Population mixtures and stationary arma processes

Annals of Statistics

Volumn 27, Issue 4, 1999, Pages 1178-1209

  Dacunha Castelle, D ^a   Gassiat, E ^a  

^a UNIVERSITÉ PARIS SUD   (France)

Author keywords

ARMA processes; Mixtures; Model selection; Nonidentifiable models; Tests

Indexed keywords

EID: 0033236920     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1017938921     Document Type: Article

References (19)

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