On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes (Q4236518)
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scientific article; zbMATH DE number 1269820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes |
scientific article; zbMATH DE number 1269820 |
Statements
On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes (English)
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1998
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AIC
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BIC
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Box-Jenkins ARIMA
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differencing
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fractional ARIMA
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HIC
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long range dependence
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maximum likelihood estimation
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model choice
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