The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.
Pötscher, B.M.
Metrika, Tome 32 (1985), p. 129-150 / Harvested from Göttinger Digitalisierungszentrum
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Publié le : 1985-01-01
EUDML-ID : urn:eudml:doc:175998 
@article{GDZPPN002460017,
     title = {The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.},
     journal = {Metrika},
     volume = {32},
     year = {1985},
     pages = {129-150},
     zbl = {0606.62101},
     url = {http://dml.mathdoc.fr/item/GDZPPN002460017}
}

Pötscher, B.M. The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.. Metrika, Tome 32 (1985) pp. 129-150. http://gdmltest.u-ga.fr/item/GDZPPN002460017/