Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancy (Q2724245)
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scientific article; zbMATH DE number 1616088
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancy |
scientific article; zbMATH DE number 1616088 |
Statements
Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancy (English)
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10 July 2001
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finite sample information criterion
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estimator
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Kullback-Leibler discrepancy
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autoregressive time series
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