ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS (Q3738436): Difference between revisions
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Revision as of 00:32, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS |
scientific article |
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ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS (English)
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1985
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autoregressive moving average model
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Akaike information criterion
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log maximum likelihood
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invertible, Gaussian ARMA (p,q) model
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stationary time series
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ARMA(p,q)
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logarithmic likelihood functions
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spectral density
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asymptotically unbiased
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asymptotic bias
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AIC
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