Partial autocorrelation parameterization for subset autoregression (Q3440751)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Partial autocorrelation parameterization for subset autoregression
    scientific article

      Statements

      Partial autocorrelation parameterization for subset autoregression (English)
      0 references
      0 references
      0 references
      29 May 2007
      0 references
      best predictors selection
      0 references
      maximum likelihood estimation
      0 references
      Akaike information criterion
      0 references
      Durbin-Levinson recursion
      0 references

      Identifiers