The Gunners surrendered the lead on three occasions at the Emirates Stadium but ran out eventual victors thanks to a late flurry of goals.
And the Frenchman underlined the difficult of continually overcoming such setbacks during a game.
"That’s the biggest thing," he told the club's official website. "We couldn’t see any sign of giving up, even at 3-3. It’s not easy, mentally. You’re 1-0, 1-1, 2-1, 2-2, 3-2, 3-3 and you come back again - that’s not easy.
"A win [is the most important thing]. You cannot win every game 7-3. Your team has to be capable to sometimes win 1-0. I was very pleased with our result at Wigan, because I felt we played against a good side. We had to dig deep and were quite solid defensively.
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Having seen his side involved in several high-scoring games this term, the 63-year-old also hailed the "technical quality" of the English top flight.
"It is very different," he said. "First of all, the other teams have improved. You could see Newcastle, they go to Man United [and] they score three goals. They come here [and] they score three goals.
"The technical quality of Premier League teams has improved. It’s more difficult to stop them from playing. A team is maybe less built to stop others from playing. We are a technical side, so going forward, we always look like we can create something.
"I don't know [why Arsenal have had so many high-scoring games]. People have been very impatient with us. We have rebuilt a team. We started well. We stuttered a little bit after and now we have come back.
"We had to rebuild a team and we have done it. [It] demands some time and some understanding. How good are we? It will be decided in the next four or five months.
"I always said I’m confident, because I feel the team is focused, has a good spirit, and are united. Slowly we are getting there. We still have some work to do."