Consistency of Araike's information criterion for infinite variance autoregressive processes (Q1120236): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:49, 31 January 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
