Model identification for infinite variance autoregressive processes (Q528139): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: SYMSTB / rank | |||
Normal rank |
Revision as of 22:03, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Model identification for infinite variance autoregressive processes |
scientific article |
Statements
Model identification for infinite variance autoregressive processes (English)
0 references
12 May 2017
0 references
Akaike's information criterion
0 references
all-pass models
0 references
autoregressive processes
0 references
infinite variance
0 references
noncausal
0 references