Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3103128875 / rank | |||
Normal rank | |||
Latest revision as of 11:12, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous confidence bands for Yule-Walker estimators and order selection |
scientific article |
Statements
Simultaneous confidence bands for Yule-Walker estimators and order selection (English)
0 references
3 September 2012
0 references
autoregressive processes
0 references
extreme value distributions
0 references
order selection
0 references
AIC
0 references
0 references
0 references
