Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case (Q4843864)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case |
scientific article; zbMATH DE number 787225
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case |
scientific article; zbMATH DE number 787225 |
Statements
Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case (English)
0 references
17 August 1995
0 references
mean squared error of prediction
0 references
asymptotic efficiency
0 references
autoregressive processes
0 references
model selection criteria
0 references
0 references
0.8874564
0 references
0.8832697
0 references
0.8732874
0 references
