REGRESSION, AUTOREGRESSION MODELS (Q3716147)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REGRESSION, AUTOREGRESSION MODELS |
scientific article |
Statements
REGRESSION, AUTOREGRESSION MODELS (English)
0 references
1986
0 references
ARMAX
0 references
law of the iterated logarithm
0 references
martingale
0 references
least squares fitted regression autoregression models
0 references
approximations
0 references
innovation sequence
0 references
almost sure convergence rates
0 references
least-squares method
0 references
AIC
0 references
BIC
0 references
residual sequence
0 references
order estimates
0 references
0 references
