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Q4840384 - MaRDI portal

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scientific article; zbMATH DE number 777877
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English
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scientific article; zbMATH DE number 777877

    Statements

    author
    Changhua Chen
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    Richard A. Davis
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    Zhi-Dong Bai
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    Peter J. Brockwell
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    publication date
    24 July 1995
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    zbMATH Keywords
    \(AR (p)\) model
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    autoregressive time series
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    resampling procedure
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    AIC
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    BIC
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    resampling
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    consistent estimate
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    order selection
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    Yule-Walker estimation
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    maximum likelihood estimation
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    Identifiers

    zbMATH DE Number
    777877
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