Strong consistency of the PLS criterion for order determination of autoregressive processes (Q1122273)
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: Strong consistency of the PLS criterion for order determination of autoregressive processes |
scientific article; zbMATH DE number 4106082
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong consistency of the PLS criterion for order determination of autoregressive processes |
scientific article; zbMATH DE number 4106082 |
Statements
Strong consistency of the PLS criterion for order determination of autoregressive processes (English)
0 references
1989
0 references
martingale difference
0 references
strong consistency
0 references
structure identification
0 references
order determination
0 references
autoregressive models
0 references
predictive least-squares principle
0 references
least mean square prediction error
0 references
0.8382444977760315
0 references
0.8276411890983582
0 references
0.8230448961257935
0 references
