Consistency of Araike's information criterion for infinite variance autoregressive processes (Q1120236): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1214/aos/1176347145 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/AOS/1176347145 / rank | |||
Normal rank | |||
Latest revision as of 15:32, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of Araike's information criterion for infinite variance autoregressive processes |
scientific article |
Statements
Consistency of Araike's information criterion for infinite variance autoregressive processes (English)
0 references
1989
0 references
infinite variance
0 references
autoregressions
0 references
domain of attraction of a stable law
0 references
Akaike's information criterion
0 references
consistency
0 references
