MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE (Q4870531): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 05:35, 8 February 2024
scientific article; zbMATH DE number 857998
Language | Label | Description | Also known as |
---|---|---|---|
English | MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE |
scientific article; zbMATH DE number 857998 |
Statements
MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE (English)
0 references
20 March 1996
0 references
parametric models
0 references
order selection
0 references
information
0 references
past
0 references
future
0 references
Gaussian stationary sequence
0 references
spectral density
0 references
autocovariances
0 references
model fitting
0 references
minimum mutual information
0 references
maximum entropy
0 references
consistent estimates
0 references
Bloomfield model
0 references
autoregressive model
0 references
Monte Carlo studies
0 references
LIC procedure
0 references
time series
0 references