An asymptotically optimal selection of the order of a linear process (Q2767480)
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scientific article; zbMATH DE number 1697514
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| English | An asymptotically optimal selection of the order of a linear process |
scientific article; zbMATH DE number 1697514 |
Statements
16 February 2003
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AIC
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AR process
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asymptotic optimality
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mean squared error of prediction
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An asymptotically optimal selection of the order of a linear process (English)
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0.8607398867607117
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0.8532441854476929
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0.8525466918945312
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