On determination of the order of an autoregressive model (Q2277731): Difference between revisions
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Property / author: Zhi-Dong Bai / rank | |||
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Property / author: Lin Cheng Zhao / rank | |||
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Property / author: Zhi-Dong Bai / rank | |||
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Property / author: Lin Cheng Zhao / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Fitting autoregressive models for prediction / rank | |||
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Property / cites work: Probability Inequalities for Sums of Independent Random Variables / rank | |||
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Property / cites work: Q5612941 / rank | |||
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Property / cites work: Q4195812 / rank | |||
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Property / cites work: The estimation of the order of an ARMA process / rank | |||
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Property / cites work: Selection of the order of an autoregressive model by Akaike's information criterion / rank | |||
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Latest revision as of 16:30, 21 June 2024
scientific article
Language | Label | Description | Also known as |
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English | On determination of the order of an autoregressive model |
scientific article |
Statements
On determination of the order of an autoregressive model (English)
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1988
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order determination
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strong consistency
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time series
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autoregressive model
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information theoretic criterion
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convergence rate
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probability of wrong determination
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