Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes |
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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (English)
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2000
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Time series
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Markov process
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Autoregressive process
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Autocorrelation
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Dynamic model
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Distributed-lag model
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Two-sided autoregression
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Intercalary independence
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Exact test
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Finite-sample test
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Ogawara-Hannan
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Investment
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