Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (Q1824971): Difference between revisions
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Latest revision as of 20:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection under nonstationarity: Autoregressive models and stochastic linear regression models |
scientific article |
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Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (English)
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1989
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model selection
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order estimation
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nonstationarity
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nonergodic models
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Akaike information criterium
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sufficient conditions for strong consistency of estimators
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order of general nonstationary autoregressive models
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AIC
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time-dependent error variance
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regressor selection
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stochastic regression models
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