Subset regression time series and its modeling procedures (Q1263208)
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scientific article; zbMATH DE number 4126529
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Subset regression time series and its modeling procedures |
scientific article; zbMATH DE number 4126529 |
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Subset regression time series and its modeling procedures (English)
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1989
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least squares estimators
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AIC
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BIC
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sweeping algorithm
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law of the
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iterated logarithm
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identification
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linear time series
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ARMA series
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recursions
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order
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ARMA residuals
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consistency
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convergence rate of LS estimation of regression parameters
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0.8211787343025208
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0.81992107629776
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0.8139375448226929
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0.7840968370437622
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