REGRESSION, AUTOREGRESSION MODELS (Q3716147)

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scientific article
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REGRESSION, AUTOREGRESSION MODELS
scientific article

    Statements

    title
    REGRESSION, AUTOREGRESSION MODELS (English)
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    author
    E. J. Hannan
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    Laimonis Kavalieris
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    publication date
    1986
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    zbMATH Keywords
    ARMAX
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    law of the iterated logarithm
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    martingale
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    least squares fitted regression autoregression models
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    approximations
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    innovation sequence
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    almost sure convergence rates
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    least-squares method
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    AIC
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    BIC
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    residual sequence
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    order estimates
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    93E12
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    93E10
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    zbMATH DE Number
    3945189
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    OpenAlex ID
    W2056253595
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