An minimum eigenvalue ratio test of product moment matrix for time series model order

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	43-55
Journal	IMA Journal of Mathematical Control and Information
Volume	17
Issue number	1
DOIs	https://doi.org/10.1093/imamci/17.1.43
Publication status	Published - Mar 2000

Keywords

@article{a55b7d15bf1345a8906904a10a9a854c,

title = "An minimum eigenvalue ratio test of product moment matrix for time series model order",

keywords = "Applied mathematics",

author = "Huixin Chen and P.P.G. Dyke and Hong Zhao",

year = "2000",

month = mar,

doi = "10.1093/imamci/17.1.43",

language = "English",

volume = "17",

pages = "43--55",

journal = "IMA Journal of Mathematical Control and Information",

issn = "0265-0754",

publisher = "Oxford University Press",

number = "1",

}

TY - JOUR

T1 - An minimum eigenvalue ratio test of product moment matrix for time series model order

AU - Chen, Huixin

AU - Dyke, P.P.G.

AU - Zhao, Hong

PY - 2000/3

Y1 - 2000/3

KW - Applied mathematics

U2 - 10.1093/imamci/17.1.43

DO - 10.1093/imamci/17.1.43

M3 - Article

SN - 0265-0754

VL - 17

SP - 43

EP - 55

JO - IMA Journal of Mathematical Control and Information

JF - IMA Journal of Mathematical Control and Information

IS - 1

ER -