PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS (Q4221799)
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scientific article; zbMATH DE number 1228664
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| default for all languages | No label defined |
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| English | PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 1228664 |
Statements
PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS (English)
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7 July 1999
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subset autogressive model
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Schwarz information criterion
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Hilbert space
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projection modulus
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0.836824357509613
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0.77769535779953
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0.7647966146469116
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0.7621243596076965
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