Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (Q1824971): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:53, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection under nonstationarity: Autoregressive models and stochastic linear regression models |
scientific article |
Statements
Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (English)
0 references
1989
0 references
model selection
0 references
order estimation
0 references
nonstationarity
0 references
nonergodic models
0 references
Akaike information criterium
0 references
sufficient conditions for strong consistency of estimators
0 references
order of general nonstationary autoregressive models
0 references
AIC
0 references
time-dependent error variance
0 references
regressor selection
0 references
stochastic regression models
0 references
