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PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS - MaRDI portal

PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS (Q4221799)

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scientific article; zbMATH DE number 1228664
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PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS
scientific article; zbMATH DE number 1228664

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    PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS (English)
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    7 July 1999
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    subset autogressive model
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    Schwarz information criterion
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    Hilbert space
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    projection modulus
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