No label defined (Q4840384)
From MaRDI portal
scientific article; zbMATH DE number 777877
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 777877 |
Statements
24 July 1995
0 references
\(AR (p)\) model
0 references
autoregressive time series
0 references
resampling procedure
0 references
AIC
0 references
BIC
0 references
resampling
0 references
consistent estimate
0 references
order selection
0 references
Yule-Walker estimation
0 references
maximum likelihood estimation
0 references