Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F25 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F10 / rank | |||
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| Property / zbMATH DE Number: 6075623 / rank | |||
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autoregressive processes | |||
| Property / zbMATH Keywords: autoregressive processes / rank | |||
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extreme value distributions | |||
| Property / zbMATH Keywords: extreme value distributions / rank | |||
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order selection | |||
| Property / zbMATH Keywords: order selection / rank | |||
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AIC | |||
| Property / zbMATH Keywords: AIC / rank | |||
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Revision as of 11:06, 30 June 2023
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)
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3 September 2012
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autoregressive processes
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extreme value distributions
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order selection
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AIC
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