Error exponents for AR order testing

DOI10.1109/TIT.2005.862078MaRDI QIDQ3546594zbMATH OpenOpenAlexWikidataFDO

Authors Stéphane Boucheron, Elisabeth Gassiat

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2005.862078

Mathematics Subject Classification ID

Large deviations (60F10) Markov processes: hypothesis testing (62M02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(1)

• Testing the order of a model

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