THE ESTIMATION OF THE ORDER OF AN AUTOREGRESSION USING RECURSIVE RESIDUALS AND CROSS-VALIDATION (Q4203663)
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scientific article; zbMATH DE number 4123106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE ESTIMATION OF THE ORDER OF AN AUTOREGRESSION USING RECURSIVE RESIDUALS AND CROSS-VALIDATION |
scientific article; zbMATH DE number 4123106 |
Statements
THE ESTIMATION OF THE ORDER OF AN AUTOREGRESSION USING RECURSIVE RESIDUALS AND CROSS-VALIDATION (English)
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1989
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stationary time series
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model identification
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minimizing the sum of squares of recursive residuals
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predicitve minimizing description length
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minimizing BIC
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cross-validation
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Akaike information criterion methods
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autoregressive modelling
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