ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH (Q3333928)
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scientific article; zbMATH DE number 3866433
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| English | ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH |
scientific article; zbMATH DE number 3866433 |
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ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH (English)
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1984
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Akaike's information criterion
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model identification
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estimating the order of autoregressive models
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sampling variations
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0.9297002
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0.9283895
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0.9265093
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0.9253817
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0.9175228
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0.9067985
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0.90622544
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