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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00487.x / rank
 
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Latest revision as of 15:15, 17 June 2024

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THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN
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    THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (English)
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    1986
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    spectral density
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    autoregressive representation
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    nonparametric
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    autoregressive model fitting approach to time series modelling
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    autoregressive process
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    order determination
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    autoregressive model
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    fitting
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    time series
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    CAT(alpha)
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    CAT(star)
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    FPE(alpha)
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    criterion autoregressive transfer function
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    CAT
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    penalty function
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    asymptotic distribution
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    finite sample behaviour
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    simulation study
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