A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS (Q3821443): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9892.1988.tb00468.x / rank | |||
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| Property / DOI: 10.1111/J.1467-9892.1988.TB00468.X / rank | |||
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Latest revision as of 20:05, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS |
scientific article |
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A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS (English)
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1988
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random walk results
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order determination
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martingale central limit theorem
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limiting probability
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multivariate autoregression
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AIC-type procedures
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