Asymptotically efficient selection of the order of the model for estimating parameters of a linear process (Q1135600): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q100560579, #quickstatements; #temporary_batch_1711094041063 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q100560579 / rank | |||
Normal rank | |||
Latest revision as of 12:02, 22 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient selection of the order of the model for estimating parameters of a linear process |
scientific article |
Statements
Asymptotically efficient selection of the order of the model for estimating parameters of a linear process (English)
0 references
1980
0 references
infinite order autoregressive process
0 references
linear stationary process
0 references
asymptotic lower bound
0 references
mean squared error of prediction
0 references
asymptotically efficient selection
0 references
