A derivation of the information criteria for selecting autoregressive models (Q3729863)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A derivation of the information criteria for selecting autoregressive models |
scientific article; zbMATH DE number 3960814
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A derivation of the information criteria for selecting autoregressive models |
scientific article; zbMATH DE number 3960814 |
Statements
A derivation of the information criteria for selecting autoregressive models (English)
0 references
1986
0 references
autoregressive process
0 references
order determination
0 references
Kullback-Leibler
0 references
information
0 references
AIC(alpha)
0 references
Akaike information criterion
0 references
AIC
0 references
asymptotically unbiased estimator
0 references
risk function
0 references
loss function
0 references
0.8302024006843567
0 references
0.8272590041160583
0 references
0.8257620334625244
0 references
