Order selection for AR models by predictive least squares (Q3798570)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order selection for AR models by predictive least squares |
scientific article |
Statements
Order selection for AR models by predictive least squares (English)
0 references
1988
0 references
order selection
0 references
predictive least squares principle
0 references
prediction errors
0 references
``lattice filter'' recursions
0 references
consistency
0 references
AR model
0 references
