Testing the order of a model using locally conic parametrization: population mixtures and stationary ARMA processes
利用局部锥形参数化检验模型阶数：混合总体与平稳 ARMA 过程
In this paper, we address the problem of testing hypotheses using the likelihood ratio test statistic in nonidentifiable models, with application to model selection in situations where the parametrization for the larger model leads to nonidentifiability in the smaller model. We give two major applications: the case where the number of populations has to be tested in a mixture and the case of stationary ARMA$(p, q)$ processes where the order $(p, q)$ has to be tested. We give…