Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (Q1824971): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aos/1176347267 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2087104794 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 20:03, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Model selection under nonstationarity: Autoregressive models and stochastic linear regression models |
scientific article |
Statements
Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (English)
0 references
1989
0 references
model selection
0 references
order estimation
0 references
nonstationarity
0 references
nonergodic models
0 references
Akaike information criterium
0 references
sufficient conditions for strong consistency of estimators
0 references
order of general nonstationary autoregressive models
0 references
AIC
0 references
time-dependent error variance
0 references
regressor selection
0 references
stochastic regression models
0 references