Autoregressive-output-analysis methods revisited (Q1805485): Difference between revisions
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Revision as of 04:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive-output-analysis methods revisited |
scientific article |
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Autoregressive-output-analysis methods revisited (English)
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3 July 1995
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strong consistency
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time series
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autoregressive-output-analysis method
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confidence interval
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steady-state mean of a simulated process
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predictive least-squares criterion
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autoregressive order
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order estimator
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degrees of freedom
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asymptotically valid confidence-interval procedure
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