LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3698117): Difference between revisions
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Revision as of 08:40, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE |
scientific article |
Statements
LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (English)
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1985
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order determination
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time dependent variance
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generating white
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noise process
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AIC
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non-stationary autoregressive process
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martingale
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least squares method
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asymptotically unbiased
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asymptotically normal
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Akaike criterion
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