Adaptive order selection for autoregressive models (Q5219452)
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scientific article; zbMATH DE number 7179553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive order selection for autoregressive models |
scientific article; zbMATH DE number 7179553 |
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Adaptive order selection for autoregressive models (English)
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12 March 2020
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Akaike information criterion
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Bayesian information criterion
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generalized degrees of freedom
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mean squared prediction error
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model selection
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time series data
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