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 / 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

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On determination of the order of an autoregressive model
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    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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