Autoregressive-output-analysis methods revisited (Q1805485)
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scientific article; zbMATH DE number 756408
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Autoregressive-output-analysis methods revisited |
scientific article; zbMATH DE number 756408 |
Statements
Autoregressive-output-analysis methods revisited (English)
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3 July 1995
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strong consistency
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time series
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autoregressive-output-analysis method
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confidence interval
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steady-state mean of a simulated process
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predictive least-squares criterion
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autoregressive order
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order estimator
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degrees of freedom
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asymptotically valid confidence-interval procedure
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0.8689531683921814
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0.8154333829879761
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0.8053721785545349
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0.7965493202209473
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0.7951280474662781
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