THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886): Difference between revisions
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Revision as of 14:27, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN |
scientific article |
Statements
THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (English)
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1986
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spectral density
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autoregressive representation
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nonparametric
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autoregressive model fitting approach to time series modelling
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autoregressive process
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order determination
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autoregressive model
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fitting
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time series
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CAT(alpha)
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CAT(star)
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FPE(alpha)
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criterion autoregressive transfer function
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CAT
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penalty function
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asymptotic distribution
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finite sample behaviour
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simulation study
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