Lag order selection for an optimal autoregressive covariance matrix estimator (Q5123569)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7252468
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Lag order selection for an optimal autoregressive covariance matrix estimator |
scientific article; zbMATH DE number 7252468 |
Statements
Lag order selection for an optimal autoregressive covariance matrix estimator (English)
0 references
29 September 2020
0 references
spectral density
0 references
covariance matrix
0 references
autoregressive
0 references
lag-order selection
0 references
statistical inference
0 references
0 references
0.7624673247337341
0 references
0.7574798464775085
0 references
0.7525417804718018
0 references
