Model selection for integrated autoregressive processes of infinite order (Q765828)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Model selection for integrated autoregressive processes of infinite order |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection for integrated autoregressive processes of infinite order |
scientific article |
Statements
Model selection for integrated autoregressive processes of infinite order (English)
0 references
22 March 2012
0 references
asymptotic efficiency
0 references
integrated AR\((\infty )\) processes
0 references
mean squared prediction error
0 references
0 references
0 references
0 references
0 references
