Model selection for integrated autoregressive processes of infinite order (Q765828): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:09, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Model selection for integrated autoregressive processes of infinite order |
scientific article |
Statements
Model selection for integrated autoregressive processes of infinite order (English)
0 references
22 March 2012
0 references
asymptotic efficiency
0 references
integrated AR\((\infty )\) processes
0 references
mean squared prediction error
0 references