A specification strategy for order determination in arma models (Q3471564)
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scientific article; zbMATH DE number 4139135
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A specification strategy for order determination in arma models |
scientific article; zbMATH DE number 4139135 |
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A specification strategy for order determination in arma models (English)
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1988
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AIC
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C(alpha) tests
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consistency
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SBIC
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time series
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specification strategy
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ARMA models
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testing
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0.7938750386238098
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0.78655606508255
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0.7733550667762756
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