Amendments and corrections

D. S. Poskitt

doi:10.1093/biomet/77.3.665-a

Amendments and corrections

D. S. Poskitt

Econometrics & Business Statistics

Research output: Contribution to journal › Comment / Debate › Other › peer-review

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 (p_o, q_o). 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	https://doi.org/10.1093/biomet/77.3.665-a
Publication status	Published - 1 Sept 1990

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abstract = "'A modified Hannan-Rissanen strategy for mixed autoregressive-moving average order determination'. Dr B. M. P{\"o}tscher 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 P{\"o}tscher (1990), and, thereby, the conclusions of this paper are rigorously restored.",

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AU - Poskitt, D. S.

PY - 1990/9/1

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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.

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U2 - 10.1093/biomet/77.3.665-a

DO - 10.1093/biomet/77.3.665-a

M3 - Comment / Debate

AN - SCOPUS:77956888149

SN - 0006-3444

VL - 77

JO - Biometrika

JF - Biometrika

IS - 3

ER -

Amendments and corrections

Abstract

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