Abstract
'A modified Hannan-Rissanen strategy for mixed autoregressive-moving average order determination'. Dr B. M. Pötscher has pointed out that there is a lacuna in the proof of Theorem 2 presented in this paper in the sense that it relies upon a previously unsubstantiated statement, namely that σ2(p.p)(.)is monotonically nonincreasing in p. In actual fact the quantities σ2(p.p)(.) are strictly decreasing in p for p < max (po, qo). A formal proof of this heuristically appealing result, which is by no means trivial, is given by Pötscher (1990), and, thereby, the conclusions of this paper are rigorously restored.
| Original language | English |
|---|---|
| Number of pages | 1 |
| Journal | Biometrika |
| Volume | 77 |
| Issue number | 3 |
| DOIs |
|
| Publication status | Published - 1 Sep 1990 |
Cite this
}
Amendments and corrections. / Poskitt, D. S.
In: Biometrika, Vol. 77, No. 3, 01.09.1990.Research output: Contribution to journal › Comment / Debate › Other › peer-review
TY - JOUR
T1 - Amendments and corrections
AU - Poskitt, D. S.
PY - 1990/9/1
Y1 - 1990/9/1
N2 - 'A modified Hannan-Rissanen strategy for mixed autoregressive-moving average order determination'. Dr B. M. Pötscher has pointed out that there is a lacuna in the proof of Theorem 2 presented in this paper in the sense that it relies upon a previously unsubstantiated statement, namely that σ2(p.p)(.)is monotonically nonincreasing in p. In actual fact the quantities σ2(p.p)(.) are strictly decreasing in p for p < max (po, qo). A formal proof of this heuristically appealing result, which is by no means trivial, is given by Pötscher (1990), and, thereby, the conclusions of this paper are rigorously restored.
AB - 'A modified Hannan-Rissanen strategy for mixed autoregressive-moving average order determination'. Dr B. M. Pötscher has pointed out that there is a lacuna in the proof of Theorem 2 presented in this paper in the sense that it relies upon a previously unsubstantiated statement, namely that σ2(p.p)(.)is monotonically nonincreasing in p. In actual fact the quantities σ2(p.p)(.) are strictly decreasing in p for p < max (po, qo). A formal proof of this heuristically appealing result, which is by no means trivial, is given by Pötscher (1990), and, thereby, the conclusions of this paper are rigorously restored.
UR - http://www.scopus.com/inward/record.url?scp=77956888149&partnerID=8YFLogxK
U2 - 10.1093/biomet/77.3.665-a
DO - 10.1093/biomet/77.3.665-a
M3 - Comment / Debate
VL - 77
JO - Biometrika
JF - Biometrika
SN - 0006-3444
IS - 3
ER -