Order selection for possibly infinite-order non-stationary time series (Q2324319)

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Order selection for possibly infinite-order non-stationary time series
scientific article

    Statements

    title
    Order selection for possibly infinite-order non-stationary time series (English)
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    author
    Chor-Yiu Sin
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    Shu-Hui Yu
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    publication date
    11 September 2019
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    zbMATH Keywords
    asymptotic efficiency
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    Lasso
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    non-stationary
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    possibly infinite-order
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    TSIC
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F12
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    62J07
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    zbMATH DE Number
    7103501
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