Subset regression time series and its modeling procedures (Q1263208)

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scientific article; zbMATH DE number 4126529
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English
Subset regression time series and its modeling procedures
scientific article; zbMATH DE number 4126529

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    Subset regression time series and its modeling procedures (English)
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    1989
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    least squares estimators
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    AIC
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    BIC
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    sweeping algorithm
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    law of the
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    iterated logarithm
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    identification
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    linear time series
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    ARMA series
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    recursions
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    order
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    ARMA residuals
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    consistency
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    convergence rate of LS estimation of regression parameters
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