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      Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend

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          Time Series Analysis and Its Applications

          Robert H. Shumway, David S. Stoffer (2011)
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            The Estimation of the Order of an ARMA Process

            E. Hannan (1980)
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              Nonlinear time series - nonparametric and parametric methods

              J. FAN, Q Yao, J Fan (2003)
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                Author and article information

                Journal
                Title: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
                Abbreviated Title: J. R. Stat. Soc. B
                Publisher: Wiley
                ISSN: 13697412
                Publication date Created: March 2017
                Publication date (Print): March 2017
                Publication date (Electronic): May 10 2016
                Volume: 79
                Issue: 2
                Pages: 507-524
                Affiliations
                [1 ]Soochow University; Suzhou People's Republic of China
                [2 ]University of Toledo; USA
                [3 ]Tsinghua University; Beijing People's Republic of China
                Article
                DOI: 10.1111/rssb.12170
                SO-VID: 6ba5827e-bcef-48de-aa36-d98337a985e3
                Copyright © © 2016
                License:

                http://doi.wiley.com/10.1002/tdm_license_1

                http://onlinelibrary.wiley.com/termsAndConditions

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