Autoregressive-output-analysis methods revisited (Q1805485)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive-output-analysis methods revisited |
scientific article |
Statements
Autoregressive-output-analysis methods revisited (English)
0 references
3 July 1995
0 references
strong consistency
0 references
time series
0 references
autoregressive-output-analysis method
0 references
confidence interval
0 references
steady-state mean of a simulated process
0 references
predictive least-squares criterion
0 references
autoregressive order
0 references
order estimator
0 references
degrees of freedom
0 references
asymptotically valid confidence-interval procedure
0 references
