Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend (Q5381089)
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scientific article; zbMATH DE number 7063982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend |
scientific article; zbMATH DE number 7063982 |
Statements
Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend (English)
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7 June 2019
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auto-regressive moving average
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Bayesian information criterion
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\(B\)-splines
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maximum likelihood estimator
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mixing
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oracle efficiency
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