Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case (Q4843864)
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scientific article; zbMATH DE number 787225
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| English | Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case |
scientific article; zbMATH DE number 787225 |
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Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case (English)
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17 August 1995
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mean squared error of prediction
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asymptotic efficiency
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autoregressive processes
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model selection criteria
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0.8874564
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0.8832697
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0.8732874
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