A derivation of the information criteria for selecting autoregressive models (Q3729863)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A derivation of the information criteria for selecting autoregressive models |
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A derivation of the information criteria for selecting autoregressive models (English)
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1986
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autoregressive process
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order determination
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Kullback-Leibler
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information
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AIC(alpha)
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Akaike information criterion
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AIC
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asymptotically unbiased estimator
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risk function
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loss function
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