scientific article; zbMATH DE number 4115784

MaRDI QIDQ4730644zbMATH OpenFDO

Authors Adam Góral

Publication date 1988

zbMATH Keywords

order determinationsimulationweakly stationary and ergodic autoregressive processes

Mathematics Subject Classification ID

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

Recommendations

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Cited in

(5)

• ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
• Efficient Monte Carlo method to obtain parameters of autoregressive in time series
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• scientific article; zbMATH DE number 2106801 (Why is no real title available?)
• A comparative study of AR order selection methods

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