Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (Q1824971)
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scientific article; zbMATH DE number 4119444
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| English | Model selection under nonstationarity: Autoregressive models and stochastic linear regression models |
scientific article; zbMATH DE number 4119444 |
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Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (English)
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1989
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model selection
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order estimation
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nonstationarity
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nonergodic models
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Akaike information criterium
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sufficient conditions for strong consistency of estimators
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order of general nonstationary autoregressive models
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AIC
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time-dependent error variance
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regressor selection
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stochastic regression models
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0.8928768634796143
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0.841813862323761
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0.8296287059783936
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