On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590)
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: On Efficient AR Spectral Estimation for Long-Range Predictions |
scientific article; zbMATH DE number 2202546
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Efficient AR Spectral Estimation for Long-Range Predictions |
scientific article; zbMATH DE number 2202546 |
Statements
On Efficient AR Spectral Estimation for Long-Range Predictions (English)
0 references
5 September 2005
0 references
AIC
0 references
asymptotic efficiency
0 references
autoregressive process
0 references
integrated relative squared error
0 references
spectral density
0 references
0 references
0 references
0 references
0 references
0.8950149
0 references
0 references
0.8809043
0 references
0 references
0 references
0.8635707
0 references
0.86105216
0 references