We present a complete analysis of the weak limit behaviour of the sample autocovariance and autocorrelation functions of (Xt), (|Xt|) and (Xt 2). The results in this paper can be seen as a natural ...

A unified approach for the tentative specification of the order of mixed stationary and nonstationary ARMA models is proposed. For the ARMA models, an iterative regression procedure is given to ...