scientific article; zbMATH DE number 3945193

MaRDI QIDQ3716150zbMATH OpenFDO

Authors Lan Gu, Hongzhi An

Publication date 1985

zbMATH Keywords

autoregressive modelsparameter estimation and selectionsubset AR modelstime seriesYule-Walker equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS

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