Lag order selection for an optimal autoregressive covariance matrix estimator (Q5123569)
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scientific article; zbMATH DE number 7252468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lag order selection for an optimal autoregressive covariance matrix estimator |
scientific article; zbMATH DE number 7252468 |
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Lag order selection for an optimal autoregressive covariance matrix estimator (English)
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29 September 2020
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spectral density
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covariance matrix
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autoregressive
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lag-order selection
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statistical inference
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