Maximum entropy test for autoregressive models (Q2950561)
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scientific article; zbMATH DE number 6492455
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximum entropy test for autoregressive models |
scientific article; zbMATH DE number 6492455 |
Statements
Maximum Entropy Test for Autoregressive Models (English)
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9 October 2015
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maximum entropy measure
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goodness of fit test
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time series models
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unstable autoregressive models
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0.8548051118850708
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0.8172152042388916
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0.7975823283195496
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0.788076639175415
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0.7841411828994751
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