scientific article; zbMATH DE number 777877

MaRDI QIDQ4840384zbMATH OpenFDO

Authors Changhua Chen, Richard A. Davis, Zhidong Bai, Peter J. Brockwell

Publication date 24 July 1995

zbMATH Keywords

BICmaximum likelihood estimationAICresamplingorder selectionautoregressive time seriesconsistent estimateresampling procedureYule-Walker estimation\(AR (p)\) model

Mathematics Subject Classification ID

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

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