Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process (Q3982313)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process |
scientific article |
Statements
Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process (English)
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26 June 1992
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consistent recursive estimation
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autoregressive moving average process
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one-step mean squared error of prediction
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bias
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finite sample behaviour
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BIC criterion
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simulation study
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likelihood-based procedure of order selection
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Akaike information criterion
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final prediction error criterion
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Hannan-Rissanen procedure
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time series
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