ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH (Q3333928)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH |
scientific article |
Statements
ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH (English)
0 references
1984
0 references
Akaike's information criterion
0 references
model identification
0 references
estimating the order of autoregressive models
0 references
sampling variations
0 references