No label defined (Q3685046)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1985
0 references
time series
0 references
least squares estimates
0 references
bias
0 references
residual variance of autoregressive processes
0 references
Yule-Walker estimates
0 references
Burg-type estimates
0 references
order determination
0 references
overestimation of the AIC criterion
0 references
general multivariate case
0 references
strongly autocorrelated processes
0 references