MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE (Q4870531): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9892.1996.tb00265.x / rank | |||
| Property / author | |||
| Property / author: Zhong-Jie Xie / rank | |||
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| Property / author: Zhong-Jie Xie / rank | |||
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| Property / MaRDI profile type: Publication / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00265.x / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2051547465 / rank | |||
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| Property / cites work | |||
| Property / cites work: Q3796553 / rank | |||
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| Property / cites work: Time series: theory and methods / rank | |||
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| Property / cites work: Q3247378 / rank | |||
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| Property / cites work: Canonical correlations of past and future for time series: Definitions and theory / rank | |||
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| Property / cites work | |||
| Property / cites work: On estimation of the integrals of certain functions of spectral density / rank | |||
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| Property / DOI | |||
| Property / DOI: 10.1111/J.1467-9892.1996.TB00265.X / rank | |||
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Latest revision as of 16:19, 30 December 2024
scientific article; zbMATH DE number 857998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE |
scientific article; zbMATH DE number 857998 |
Statements
MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE (English)
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20 March 1996
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parametric models
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order selection
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information
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past
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future
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Gaussian stationary sequence
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spectral density
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autocovariances
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model fitting
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minimum mutual information
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maximum entropy
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consistent estimates
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Bloomfield model
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autoregressive model
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Monte Carlo studies
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LIC procedure
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time series
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