Model selection for integrated autoregressive processes of infinite order (Q765828)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection for integrated autoregressive processes of infinite order |
scientific article |
Statements
Model selection for integrated autoregressive processes of infinite order (English)
0 references
22 March 2012
0 references
asymptotic efficiency
0 references
integrated AR\((\infty )\) processes
0 references
mean squared prediction error
0 references
0 references
0 references
0 references
0 references
