Finite sample criteria for autoregressive model order selection (Q5422189)
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scientific article; zbMATH DE number 5205448
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Finite sample criteria for autoregressive model order selection |
scientific article; zbMATH DE number 5205448 |
Statements
26 October 2007
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autoregressive process
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AR model
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order selection
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information criterion
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residual variance
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prediction error
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0.8805710077285767
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0.8132968544960022
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0.8030091524124146
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0.7985872030258179
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