47
Views
13
CrossRef citations to date
0
Altmetric
Original Articles

Order identification for Gaussian moving averages using the codifference function

Pages 553-559 | Published online: 01 Feb 2007

References

  • Choi , B. S. 1992 . ARMA Model Identification , New York : Springer Verlag .
  • Gallagher , C. 2002 . Order identification for Gaussian moving averages using the covariation . Journal of the Statistical Computation and Simulation , 72 ( 4 ) : 279 – 283 .
  • Gallagher , C. 2000 . Estimating the autocovariation functions with application to heavy-tailed ARMA modeling . Technical report, Department of Mathematical Sciences, Clemson University
  • Rosadi , D. and Deistler , M. 2004 . Estimating the codifference function of linear time series models with infinite variance . Technical report, Institute for Mathematical Methods in Economics, Research Unit Econometrics and System Theory, Vienna University of Technology. Available on the Web at http://dedirosadi.staff.ugm.ac.id/paper/codifference.pdf

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.