Model selection for integrated autoregressive processes of infinite order (Q765828)
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scientific article; zbMATH DE number 6017565
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| English | Model selection for integrated autoregressive processes of infinite order |
scientific article; zbMATH DE number 6017565 |
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Model selection for integrated autoregressive processes of infinite order (English)
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22 March 2012
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asymptotic efficiency
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integrated AR\((\infty )\) processes
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mean squared prediction error
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0.827826201915741
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0.8246089220046997
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0.8242786526679993
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0.8194354772567749
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