Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting (Q3914266)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting |
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Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting (English)
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1981
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multivariate autoregressive model fitting
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partial autocorrelation matrices
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order selection
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Akaike information criterion
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PARCOR matrices
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