scientific article; zbMATH DE number 3639003

zbMath0411.62060MaRDI QIDQ4197927

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Publication date: 1979

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zbMATH Keywords

autoregressive processesautoregressive moving average processesconsistency of order estimatesminimizing number of bitsshortest data description

Mathematics Subject Classification ID

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

Related Items (4)

Twenty-one ML estimators for model selection ⋮ Maximum likelihood and prediction error methods ⋮ Estimating the dimension of a linear system ⋮ Model discrimination using an algorithmic information criterion

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