Consistent order selection for noncausal autoregressive models via higher-order statistics (Q2640547)
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scientific article; zbMATH DE number 4187670
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| English | Consistent order selection for noncausal autoregressive models via higher-order statistics |
scientific article; zbMATH DE number 4187670 |
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Consistent order selection for noncausal autoregressive models via higher-order statistics (English)
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1990
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noncausal autoregressive model
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order selection
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third-order statistics
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numerical example
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0.9369122
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0.93086433
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0.9224043
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0.9074644
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0.88909173
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