Asymptotically efficient selection of the order of the model for estimating parameters of a linear process

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Publication:1135600

DOI10.1214/aos/1176344897zbMath0425.62069OpenAlexW2026590277WikidataQ100560579 ScholiaQ100560579MaRDI QIDQ1135600

Ritei Shibata

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344897




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