Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend (Q5381089)
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: Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend |
scientific article; zbMATH DE number 7063982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend |
scientific article; zbMATH DE number 7063982 |
Statements
Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend (English)
0 references
7 June 2019
0 references
auto-regressive moving average
0 references
Bayesian information criterion
0 references
\(B\)-splines
0 references
maximum likelihood estimator
0 references
mixing
0 references
oracle efficiency
0 references
0.89293396
0 references
0.8730181
0 references
0.86687386
0 references
0.8653907
0 references
0.86508906
0 references
0.8629298
0 references
0.85990274
0 references
