Pages that link to "Item:Q1150228"
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The following pages link to On selection of the order of the spectral density model for a stationary process (Q1150228):
Displaying 6 items.
- On a criterion for the selection of models for stationary time series (Q1084820) (← links)
- Local asymptotic admissibility of a generalization of Akaike's model selection rule (Q1166855) (← links)
- Generalized Levinson--Durbin and Burg algorithms. (Q1421316) (← links)
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS (Q3738436) (← links)
- On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590) (← links)
