Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend (Q5381089)
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scientific article; zbMATH DE number 7063982
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| English | Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend |
scientific article; zbMATH DE number 7063982 |
Statements
Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend (English)
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7 June 2019
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auto-regressive moving average
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Bayesian information criterion
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\(B\)-splines
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maximum likelihood estimator
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mixing
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oracle efficiency
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0.89293396
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0.8730181
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0.86687386
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0.8653907
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0.86508906
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0.8629298
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0.85990274
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