REGRESSION, AUTOREGRESSION MODELS (Q3716147)
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scientific article; zbMATH DE number 3945189
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| default for all languages | No label defined |
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| English | REGRESSION, AUTOREGRESSION MODELS |
scientific article; zbMATH DE number 3945189 |
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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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0.8050703406333923
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0.8010047078132629
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