Model selection for infinite variance time series (Q4843863)
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scientific article; zbMATH DE number 787224
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| default for all languages | No label defined |
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| English | Model selection for infinite variance time series |
scientific article; zbMATH DE number 787224 |
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Model selection for infinite variance time series (English)
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17 August 1995
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autoregressive process
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infinite variance
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model selection
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predictive criteria
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robust estimation
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0.8245633244514465
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0.8190740942955017
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0.7921108603477478
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0.7793343663215637
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