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Estimating the Order of Autoregressive Models: The Max χ 2 Method - MaRDI portal

Estimating the Order of Autoregressive Models: The Max χ 2 Method (Q4178362)

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scientific article; zbMATH DE number 3614042
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Estimating the Order of Autoregressive Models: The Max χ 2 Method
scientific article; zbMATH DE number 3614042

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    Estimating the Order of Autoregressive Models: The Max χ 2 Method (English)
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    1978
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    Moderate Samples
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    Time Series Modelling
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    Autoregressive Models
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    Subset Autoregression
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    Order Estimation
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    Large Samples
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