Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion (Q3356194): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q983217 |
Changed an Item |
||
Property / author | |||
Property / author: Sandor M. Veres / rank | |||
Normal rank |
Revision as of 01:54, 22 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion |
scientific article |
Statements
Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion (English)
0 references
1990
0 references
least squares structures selection
0 references
ARMA processes
0 references
maximum likelihood estimator
0 references