A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS (Q3821443): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:33, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS |
scientific article |
Statements
A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS (English)
0 references
1988
0 references
random walk results
0 references
order determination
0 references
martingale central limit theorem
0 references
limiting probability
0 references
multivariate autoregression
0 references
AIC-type procedures
0 references
