MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE (Q4870531)
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scientific article; zbMATH DE number 857998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE |
scientific article; zbMATH DE number 857998 |
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MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE (English)
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20 March 1996
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parametric models
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order selection
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information
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past
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future
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Gaussian stationary sequence
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spectral density
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autocovariances
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model fitting
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minimum mutual information
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maximum entropy
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consistent estimates
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Bloomfield model
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autoregressive model
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Monte Carlo studies
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LIC procedure
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time series
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