Simultaneous confidence bands for sequential autoregressive fitting (Q392061): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M15 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6244648 / rank | |||
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autoregressive process | |||
| Property / zbMATH Keywords: autoregressive process / rank | |||
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asymptotic extreme value distribution | |||
| Property / zbMATH Keywords: asymptotic extreme value distribution / rank | |||
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Yule-Walker estimators | |||
| Property / zbMATH Keywords: Yule-Walker estimators / rank | |||
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Durbin-Levinson | |||
| Property / zbMATH Keywords: Durbin-Levinson / rank | |||
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Revision as of 15:21, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous confidence bands for sequential autoregressive fitting |
scientific article |
Statements
Simultaneous confidence bands for sequential autoregressive fitting (English)
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13 January 2014
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autoregressive process
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asymptotic extreme value distribution
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Yule-Walker estimators
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Durbin-Levinson
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