Consistency of Araike's information criterion for infinite variance autoregressive processes (Q1120236): Difference between revisions
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Latest revision as of 21:09, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of Araike's information criterion for infinite variance autoregressive processes |
scientific article |
Statements
Consistency of Araike's information criterion for infinite variance autoregressive processes (English)
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1989
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infinite variance
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autoregressions
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domain of attraction of a stable law
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Akaike's information criterion
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consistency
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