A minimum-eigenvalue ratio test of the product-moment matrix for time-series model-order estimates (Q4946753)
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scientific article; zbMATH DE number 1422823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimum-eigenvalue ratio test of the product-moment matrix for time-series model-order estimates |
scientific article; zbMATH DE number 1422823 |
Statements
A minimum-eigenvalue ratio test of the product-moment matrix for time-series model-order estimates (English)
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25 June 2001
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product-moment matrix
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minimum-eigenvalue ratio test
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order of linear time series
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