LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3698117): Difference between revisions

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-.1111/j.1467-9892.1985.tb00403.x
@@ Property / DOI: 10.1111/j.1467-9892.1985.tb00403.x / rank @@
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@@ Property / cites work @@
+A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
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+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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+Some properties and examples of random processes that are almost wide sense stationary
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@@ Property / DOI @@
+.1111/J.1467-9892.1985.TB00403.X
@@ Property / DOI: 10.1111/J.1467-9892.1985.TB00403.X / rank @@
+Normal rank