ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER (Q3141187)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER |
scientific article |
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ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER (English)
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2 February 1994
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information criteria
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weak consistency
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time series modelling
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general Akaike-type procedure
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additive penalty
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autoregression order
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constant of proportionality
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properties of error probabilities
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AR(1) process
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probability of underestimating order
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overestimation
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