Asymptotically efficient selection of the order of the model for estimating parameters of a linear process (Q1135600)
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scientific article; zbMATH DE number 3662427
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| English | Asymptotically efficient selection of the order of the model for estimating parameters of a linear process |
scientific article; zbMATH DE number 3662427 |
Statements
Asymptotically efficient selection of the order of the model for estimating parameters of a linear process (English)
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1980
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infinite order autoregressive process
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linear stationary process
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asymptotic lower bound
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mean squared error of prediction
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asymptotically efficient selection
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