REGRESSION, AUTOREGRESSION MODELS (Q3716147)

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scientific article; zbMATH DE number 3945189
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    REGRESSION, AUTOREGRESSION MODELS
    scientific article; zbMATH DE number 3945189

      Statements

      REGRESSION, AUTOREGRESSION MODELS (English)
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      1986
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      ARMAX
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      law of the iterated logarithm
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      martingale
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      least squares fitted regression autoregression models
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      approximations
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      innovation sequence
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      almost sure convergence rates
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      least-squares method
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      AIC
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      BIC
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      residual sequence
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      order estimates
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