LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3698117): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9892.1985.tb00403.x / rank | |||
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| Property / DOI: 10.1111/J.1467-9892.1985.TB00403.X / rank | |||
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Latest revision as of 16:32, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE |
scientific article |
Statements
LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (English)
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1985
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order determination
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time dependent variance
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generating white
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noise process
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AIC
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non-stationary autoregressive process
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martingale
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least squares method
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asymptotically unbiased
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asymptotically normal
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Akaike criterion
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