Order selection statistical test for nonstationary AR models (Q2366536): Difference between revisions

@@ Property / cites work @@
+Dynamic system identification. Experiment design and data analysis
+Normal rank
@@ Property / cites work @@
+Consistency of the least-squares identification method
+Normal rank
@@ Property / cites work @@
+On convergence of least-squares identifiers of autoregressive models having stable and unstable roots
+Normal rank
@@ Property / cites work @@
+Q4137964
@@ Property / cites work: Q4137964 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling by shortest data description
@@ Property / cites work: Modeling by shortest data description / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Q3830381
@@ Property / cites work: Q3830381 / rank @@
+Normal rank
@@ Property / cites work @@
+Order selection for AR models by predictive least squares
+Normal rank
@@ Property / cites work @@
+A Predictive Least-Squares Principle
@@ Property / cites work: A Predictive Least-Squares Principle / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
+Normal rank
@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
+Normal rank