ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS (Q3219619)
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scientific article; zbMATH DE number 3886924
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS |
scientific article; zbMATH DE number 3886924 |
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ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS (English)
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1984
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autoregressive time series
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nonstationarity
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estimation
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order determination
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weak consistency
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finite fourth-order moments
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least squares
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0.9149417
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0.9054574
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0.8886306
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0.8868351
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