Partial autocorrelation parameterization for subset autoregression (Q3440751)

From MaRDI portal





scientific article; zbMATH DE number 5158745
Language Label Description Also known as
default for all languages
No label defined
    English
    Partial autocorrelation parameterization for subset autoregression
    scientific article; zbMATH DE number 5158745

      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