Asymptotically efficient selection of the order by the criterion autoregressive transfer function (Q1074279)

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scientific article; zbMATH DE number 3947473
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Asymptotically efficient selection of the order by the criterion autoregressive transfer function
scientific article; zbMATH DE number 3947473

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    Asymptotically efficient selection of the order by the criterion autoregressive transfer function (English)
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    1986
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    asymptotic efficiency
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    order selection
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    prediction
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    spectral
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    estimation
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    autoregressive transfer function
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    generalized penalty function
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