Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1205.6644 / rank | |||
Normal rank |
Revision as of 14:49, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Simultaneous confidence bands for Yule-Walker estimators and order selection |
scientific article |
Statements
Simultaneous confidence bands for Yule-Walker estimators and order selection (English)
0 references
3 September 2012
0 references
autoregressive processes
0 references
extreme value distributions
0 references
order selection
0 references
AIC
0 references