Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion (Q3356194)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion |
scientific article |
Statements
Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion (English)
0 references
1990
0 references
least squares structures selection
0 references
ARMA processes
0 references
maximum likelihood estimator
0 references
