Strong consistency of the PLS criterion for order determination of autoregressive processes (Q1122273)
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scientific article; zbMATH DE number 4106082
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of the PLS criterion for order determination of autoregressive processes |
scientific article; zbMATH DE number 4106082 |
Statements
Strong consistency of the PLS criterion for order determination of autoregressive processes (English)
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1989
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martingale difference
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strong consistency
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structure identification
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order determination
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autoregressive models
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predictive least-squares principle
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least mean square prediction error
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