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Akaike's information criterion correction for the least-squares autoregressive spectral estimator - MaRDI portal

Akaike's information criterion correction for the least-squares autoregressive spectral estimator (Q2851987)

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scientific article; zbMATH DE number 6213608
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English
Akaike's information criterion correction for the least-squares autoregressive spectral estimator
scientific article; zbMATH DE number 6213608

    Statements

    4 October 2013
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    AIC
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    AICC
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    AR(p)
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    least squares autoregressive fit
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    order selection
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    whittle discrepancy
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    Akaike's information criterion correction for the least-squares autoregressive spectral estimator (English)
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    Identifiers