Error exponents for AR order testing

DOI10.1109/TIT.2005.862078zbMath1284.62545OpenAlexW4301724750WikidataQ58374463 ScholiaQ58374463MaRDI QIDQ3546594

Stéphane Boucheron, Elisabeth Gassiat

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2005.862078

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Large deviations (60F10) Markov processes: hypothesis testing (62M02)

Related Items (1)

Testing the order of a model

This page was built for publication: Error exponents for AR order testing